-17.6%
BSX vs XLC
+70.4%
-88.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -7.0% | -1.4% | -5.6% | -6.4% |
| 30D | -10.9% | -0.9% | -10.0% | -10.5% |
| 3M | -8.2% | -0.3% | -7.8% | -8.1% |
| 6M | -37.5% | -5.2% | -32.3% | -35.7% |
| YTD | -52.8% | -5.3% | -47.5% | -51.5% |
| 1Y | -58.4% | -2.8% | -55.6% | -57.9% |
| All | -17.6% | +70.4% | -88.0% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling