-2.8%
BSX vs XEL
+29.8%
-32.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 3M | -8.9% | -2.8% | -6.1% | -8.3% |
| 6M | -38.3% | -5.4% | -32.9% | -37.6% |
| YTD | -54.9% | +3.8% | -58.7% | -55.6% |
| 1Y | -58.8% | +6.8% | -65.6% | -59.8% |
| 3Y | -21.2% | +45.6% | -66.8% | -30.3% |
| All | -2.8% | +29.8% | -32.6% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling