-17.6%
BSX vs XLB
+32.2%
-49.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.3% |
| 7D | -7.0% | -2.9% | -4.1% | -6.1% |
| 30D | -10.9% | -3.4% | -7.5% | -9.9% |
| 3M | -8.2% | +1.6% | -9.8% | -8.7% |
| 6M | -37.5% | +3.6% | -41.1% | -38.4% |
| YTD | -52.8% | +14.2% | -67.1% | -55.9% |
| 1Y | -58.4% | +15.6% | -74.0% | -61.3% |
| All | -17.6% | +32.2% | -49.8% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling