+7.3%
BSX vs XLB
+28.0%
-20.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.5% |
| 30D | +3.1% | +5.2% | -2.0% | +0.8% |
| 3M | -14.2% | +0.3% | -14.5% | -14.2% |
| 6M | -16.4% | +1.2% | -17.6% | -17.0% |
| YTD | -53.5% | +16.6% | -70.1% | -57.6% |
| 1Y | -57.8% | +21.4% | -79.2% | -62.4% |
| 3Y | -17.4% | +43.2% | -60.7% | -34.5% |
| All | +7.3% | +28.0% | -20.7% | -7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling