+81.0%
BSX vs XLI
+260.4%
-179.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.3% | -1.1% |
| 7D | -10.1% | -1.7% | -8.4% | -9.0% |
| 30D | -16.4% | -7.3% | -9.1% | -11.7% |
| 3M | -8.9% | -1.3% | -7.5% | -8.4% |
| 6M | -38.3% | +2.2% | -40.5% | -39.9% |
| YTD | -54.9% | +11.7% | -66.6% | -59.2% |
| 1Y | -58.8% | +14.3% | -73.1% | -63.5% |
| 3Y | -21.2% | +70.3% | -91.6% | -49.8% |
| 5Y | -3.3% | +82.3% | -85.6% | -42.2% |
| All | +81.0% | +260.4% | -179.4% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling