-1.0%
BSX vs XLP
+30.6%
-31.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.7% |
| 7D | -7.0% | -2.9% | -4.2% | -5.2% |
| 30D | -10.9% | -2.2% | -8.7% | -9.6% |
| 3M | -8.2% | -0.6% | -7.6% | -7.8% |
| 6M | -37.5% | -2.2% | -35.3% | -36.6% |
| YTD | -52.8% | +8.3% | -61.1% | -55.8% |
| 1Y | -58.4% | +5.7% | -64.1% | -60.3% |
| 3Y | -16.5% | +25.7% | -42.2% | -31.1% |
| 5Y | -1.0% | +31.3% | -32.3% | -23.0% |
| All | -1.0% | +30.6% | -31.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling