+101.6%
BSX vs XLP
+130.4%
-28.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.2% |
| 7D | -0.7% | +0.1% | -0.7% | -0.6% |
| 30D | +3.0% | +8.9% | -5.9% | -3.9% |
| 3M | -10.7% | +7.5% | -18.2% | -15.8% |
| 6M | -18.4% | +9.4% | -27.8% | -24.2% |
| YTD | -53.8% | +19.3% | -73.1% | -60.5% |
| 1Y | -56.0% | +21.7% | -77.7% | -63.0% |
| 3Y | -14.4% | +44.0% | -58.4% | -38.9% |
| 5Y | +2.9% | +42.8% | -39.9% | -26.5% |
| 10Y | +101.6% | +128.8% | -27.2% | +0.6% |
| All | +101.6% | +130.4% | -28.8% | +0.6% |
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