+49.7%
BSX vs XLC
+143.7%
-94.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.6% |
| 7D | +2.0% | -0.8% | +2.9% | +2.5% |
| 30D | +0.1% | +1.0% | -0.9% | -0.6% |
| 3M | -2.1% | -0.7% | -1.5% | -1.9% |
| 6M | -33.8% | -5.1% | -28.7% | -31.7% |
| YTD | -49.9% | -4.3% | -45.6% | -48.6% |
| 1Y | -55.4% | -0.6% | -54.9% | -55.5% |
| 3Y | -10.9% | +72.7% | -83.6% | -38.4% |
| 5Y | +6.4% | +38.0% | -31.6% | -13.9% |
| All | +49.7% | +143.7% | -94.0% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling