-53.6%
BSX vs XLC
-5.6%
-48.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.9% | +3.7% |
| 7D | +8.0% | +1.8% | +6.2% | +7.0% |
| 30D | +8.1% | -6.0% | +14.0% | +10.8% |
| 3M | -6.7% | -6.0% | -0.7% | -4.4% |
| 6M | -19.4% | -9.1% | -10.3% | -16.6% |
| YTD | -51.9% | -10.0% | -41.9% | -48.9% |
| 1Y | -53.6% | -5.8% | -47.8% | -51.8% |
| All | -53.6% | -5.6% | -48.1% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 1y: compounded portfolio wealth divided by compounded XLC 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…
1y analysis · Full analysis span regression · 6 months rolling