+109.9%
BSX vs XLP
+137.2%
-27.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.6% |
| 7D | -1.5% | -0.5% | -1.0% | -1.0% |
| 30D | +2.9% | +8.3% | -5.4% | -3.5% |
| 3M | -11.8% | +8.7% | -20.5% | -17.6% |
| 6M | -15.4% | +11.2% | -26.6% | -22.6% |
| YTD | -52.7% | +20.0% | -72.7% | -59.7% |
| 1Y | -56.0% | +21.3% | -77.3% | -62.9% |
| 3Y | -12.5% | +43.8% | -56.3% | -37.5% |
| 5Y | +7.6% | +43.3% | -35.8% | -23.5% |
| 10Y | +109.9% | +136.8% | -26.8% | +1.1% |
| All | +109.9% | +137.2% | -27.3% | +1.1% |
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