+83.7%
BSX vs XLP
+102.6%
-18.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.4% |
| 7D | -6.4% | -1.4% | -5.0% | -5.3% |
| 30D | -8.8% | -1.3% | -7.5% | -7.8% |
| 3M | -7.6% | +1.8% | -9.5% | -9.0% |
| 6M | -37.0% | -0.8% | -36.1% | -36.7% |
| YTD | -52.8% | +9.5% | -62.4% | -56.8% |
| 1Y | -58.4% | +7.2% | -65.6% | -61.2% |
| 3Y | -16.5% | +27.1% | -43.6% | -33.9% |
| 5Y | -1.2% | +32.0% | -33.2% | -25.0% |
| 10Y | +83.7% | +102.9% | -19.2% | -2.4% |
| All | +83.7% | +102.6% | -18.8% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling