-2.5%
BSX vs XLI
+79.0%
-81.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.7% |
| 7D | -8.2% | -2.3% | -5.9% | -6.9% |
| 30D | -15.8% | -8.2% | -7.6% | -11.6% |
| 3M | -10.8% | +0.8% | -11.6% | -11.7% |
| 6M | -38.4% | +0.8% | -39.2% | -39.2% |
| YTD | -54.8% | +10.5% | -65.3% | -58.1% |
| 1Y | -59.0% | +14.1% | -73.2% | -63.0% |
| 3Y | -20.0% | +68.6% | -88.6% | -45.6% |
| All | -2.5% | +79.0% | -81.5% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling