+108.0%
BSX vs XHB
+167.3%
-59.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -4.9% |
| 7D | -6.4% | +0.2% | -6.6% | -6.5% |
| 30D | -8.8% | -9.1% | +0.3% | -5.0% |
| 3M | -7.6% | -2.3% | -5.3% | -7.2% |
| 6M | -37.0% | -4.1% | -32.8% | -36.5% |
| YTD | -52.8% | -1.7% | -51.1% | -53.4% |
| 1Y | -58.4% | -15.1% | -43.3% | -56.3% |
| 3Y | -16.5% | +26.8% | -43.3% | -29.5% |
| 5Y | -1.2% | +37.3% | -38.5% | -21.6% |
| 10Y | +83.7% | +205.7% | -121.9% | -2.2% |
| All | +108.0% | +167.3% | -59.2% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling