+950.2%
BSX vs XEL
+1,607.9%
-657.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -7.0% | +0.9% | -8.0% | -7.3% |
| 30D | -10.9% | -0.9% | -10.0% | -10.8% |
| 3M | -8.2% | -1.4% | -6.8% | -7.9% |
| 6M | -37.5% | -5.8% | -31.7% | -36.6% |
| YTD | -52.8% | +4.7% | -57.5% | -53.7% |
| 1Y | -58.4% | +9.1% | -67.5% | -59.7% |
| 3Y | -16.5% | +47.8% | -64.4% | -27.1% |
| 5Y | -1.0% | +29.0% | -30.0% | -10.4% |
| 10Y | +91.2% | +154.0% | -62.8% | +43.3% |
| All | +950.2% | +1,607.9% | -657.8% | +322.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling