+81.0%
BSX vs XEL
+151.6%
-70.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | -0.3% | -9.8% | -10.0% |
| 30D | -16.4% | -3.9% | -12.5% | -15.2% |
| 3M | -8.9% | -2.8% | -6.1% | -8.0% |
| 6M | -38.3% | -5.4% | -32.9% | -37.2% |
| YTD | -54.9% | +3.8% | -58.7% | -56.0% |
| 1Y | -58.8% | +6.8% | -65.6% | -60.4% |
| 3Y | -21.2% | +45.6% | -66.8% | -35.0% |
| 5Y | -3.3% | +30.7% | -34.0% | -17.2% |
| All | +81.0% | +151.6% | -70.6% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling