+81.5%
BSX vs XLB
+162.9%
-81.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.3% |
| 7D | -8.2% | -3.5% | -4.7% | -5.9% |
| 30D | -15.8% | -4.7% | -11.1% | -13.0% |
| 3M | -10.8% | +2.7% | -13.6% | -12.7% |
| 6M | -38.4% | +2.6% | -41.0% | -39.9% |
| YTD | -54.8% | +12.8% | -67.6% | -59.2% |
| 1Y | -59.0% | +14.0% | -73.0% | -63.4% |
| 3Y | -20.0% | +31.5% | -51.5% | -36.7% |
| 5Y | -3.1% | +33.4% | -36.5% | -25.4% |
| All | +81.5% | +162.9% | -81.4% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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