-21.0%
BSX vs XLI
+68.2%
-89.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.8% |
| 7D | -8.2% | -2.3% | -5.9% | -7.3% |
| 30D | -15.8% | -8.2% | -7.6% | -12.7% |
| 3M | -10.8% | +0.8% | -11.6% | -11.6% |
| 6M | -38.4% | +0.8% | -39.2% | -39.0% |
| YTD | -54.8% | +10.5% | -65.3% | -57.6% |
| 1Y | -59.0% | +14.1% | -73.2% | -62.3% |
| All | -21.0% | +68.2% | -89.2% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling