+81.0%
BSX vs XHB
+215.4%
-134.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.9% |
| 7D | -10.1% | -4.6% | -5.4% | -8.3% |
| 30D | -16.4% | -9.1% | -7.3% | -13.0% |
| 3M | -8.9% | -8.6% | -0.3% | -5.8% |
| 6M | -38.3% | -4.0% | -34.2% | -37.9% |
| YTD | -54.9% | -3.9% | -51.0% | -55.1% |
| 1Y | -58.8% | -16.5% | -42.3% | -56.4% |
| 3Y | -21.2% | +22.6% | -43.8% | -33.9% |
| 5Y | -3.3% | +33.9% | -37.3% | -24.9% |
| All | +81.0% | +215.4% | -134.4% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling