-11.3%
BSX vs XLP
+28.2%
-39.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.2% |
| 7D | +2.0% | -1.0% | +3.1% | +2.6% |
| 30D | +0.1% | -0.9% | +1.0% | +0.6% |
| 3M | -2.1% | +3.8% | -6.0% | -3.8% |
| 6M | -33.8% | -1.7% | -32.1% | -33.3% |
| YTD | -49.9% | +10.3% | -60.1% | -52.8% |
| 1Y | -55.4% | +7.8% | -63.2% | -57.5% |
| All | -11.3% | +28.2% | -39.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling