+257.9%
BSX vs XLI
+1,097.3%
-839.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +1.1% |
| 7D | -7.0% | -0.6% | -6.5% | -6.7% |
| 30D | -10.9% | -6.9% | -4.0% | -6.0% |
| 3M | -8.2% | -1.9% | -6.2% | -7.4% |
| 6M | -37.5% | +1.0% | -38.5% | -38.5% |
| YTD | -52.8% | +11.3% | -64.2% | -57.2% |
| 1Y | -58.4% | +15.8% | -74.2% | -63.5% |
| 3Y | -16.5% | +69.8% | -86.4% | -46.2% |
| 5Y | -1.0% | +80.9% | -81.9% | -39.8% |
| 10Y | +91.2% | +257.2% | -166.0% | -32.3% |
| All | +257.9% | +1,097.3% | -839.4% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling