+280.5%
BSX vs XLB
+822.6%
-542.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.0% |
| 7D | +2.0% | -1.4% | +3.4% | +2.9% |
| 30D | +0.1% | -0.4% | +0.5% | +0.3% |
| 3M | -2.1% | +2.0% | -4.1% | -3.6% |
| 6M | -33.8% | +1.8% | -35.6% | -35.0% |
| YTD | -49.9% | +16.6% | -66.5% | -55.0% |
| 1Y | -55.4% | +16.9% | -72.4% | -60.2% |
| 3Y | -10.9% | +32.6% | -43.4% | -27.0% |
| 5Y | +6.4% | +35.6% | -29.2% | -15.0% |
| 10Y | +97.0% | +160.0% | -63.0% | +5.8% |
| All | +280.5% | +822.6% | -542.1% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling