-53.6%
BSX vs XLI
+12.2%
-65.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.4% |
| 7D | +8.0% | +0.6% | +7.4% | +7.9% |
| 30D | +8.1% | -0.4% | +8.4% | +8.1% |
| 3M | -6.7% | -8.8% | +2.2% | -5.8% |
| 6M | -19.4% | -0.4% | -19.0% | -19.7% |
| YTD | -51.9% | +10.1% | -62.1% | -52.4% |
| 1Y | -53.6% | +12.3% | -66.0% | -54.5% |
| All | -53.6% | +12.2% | -65.8% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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