+240.3%
BSX vs XLP
+568.6%
-328.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -3.0% | -3.0% |
| 7D | +1.8% | +0.7% | +1.1% | +1.3% |
| 30D | +2.8% | +10.3% | -7.4% | -6.0% |
| 3M | -13.3% | +6.5% | -19.8% | -18.2% |
| 6M | -23.7% | +8.4% | -32.0% | -29.2% |
| YTD | -55.2% | +18.2% | -73.4% | -62.0% |
| 1Y | -56.8% | +22.4% | -79.3% | -64.6% |
| 3Y | -19.0% | +41.9% | -60.9% | -43.0% |
| 5Y | -0.9% | +40.9% | -41.8% | -30.3% |
| 10Y | +98.3% | +128.4% | -30.1% | -12.6% |
| All | +240.3% | +568.6% | -328.3% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling