-53.6%
BSX vs XLP
+24.3%
-77.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.4% | +2.0% | +3.5% |
| 7D | +8.0% | +5.9% | +2.1% | +5.0% |
| 30D | +8.1% | +13.5% | -5.4% | +2.1% |
| 3M | -6.7% | +8.4% | -15.1% | -10.2% |
| 6M | -19.4% | +11.5% | -30.9% | -22.9% |
| YTD | -51.9% | +20.6% | -72.6% | -55.2% |
| 1Y | -53.6% | +24.3% | -78.0% | -57.9% |
| All | -53.6% | +24.3% | -77.9% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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