-55.4%
BSX vs XLRE
+9.1%
-64.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.0% |
| 7D | +2.0% | -1.2% | +3.3% | +2.4% |
| 30D | +0.1% | -2.8% | +2.9% | +1.0% |
| 3M | -2.1% | -0.2% | -2.0% | -1.9% |
| 6M | -33.8% | +1.9% | -35.8% | -34.0% |
| YTD | -49.9% | +10.6% | -60.4% | -49.6% |
| 1Y | -55.4% | +8.8% | -64.3% | -54.9% |
| All | -55.4% | +9.1% | -64.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 1y: compounded portfolio wealth divided by compounded XLRE 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…
1y analysis · Full analysis span regression · 6 months rolling