+38.9%
BSX vs XLC
+137.2%
-98.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.3% |
| 7D | +3.7% | +3.7% | 0.0% | +1.4% |
| 30D | +3.1% | -1.9% | +5.0% | +4.4% |
| 3M | -14.2% | -3.1% | -11.1% | -12.6% |
| 6M | -16.4% | -6.4% | -10.1% | -13.2% |
| YTD | -53.5% | -6.8% | -46.7% | -51.6% |
| 1Y | -57.8% | -1.7% | -56.1% | -57.5% |
| 3Y | -17.4% | +64.7% | -82.1% | -41.1% |
| 5Y | +5.4% | +41.1% | -35.7% | -16.8% |
| All | +38.9% | +137.2% | -98.3% | -35.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling