-53.6%
BSX vs XHB
+5.8%
-59.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +4.4% |
| 7D | +8.0% | +9.7% | -1.8% | +6.6% |
| 30D | +8.1% | +11.7% | -3.6% | +6.4% |
| 3M | -6.7% | -1.4% | -5.3% | -7.6% |
| 6M | -19.4% | +6.8% | -26.2% | -20.2% |
| YTD | -51.9% | +5.5% | -57.4% | -54.1% |
| 1Y | -53.6% | +5.1% | -58.8% | -55.8% |
| All | -53.6% | +5.8% | -59.4% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling