+156.7%
BSX vs XLRE
+107.7%
+49.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.6% |
| 7D | -8.2% | -2.7% | -5.5% | -6.6% |
| 30D | -15.8% | -2.3% | -13.5% | -14.6% |
| 3M | -10.8% | -3.5% | -7.4% | -8.8% |
| 6M | -38.4% | +1.9% | -40.3% | -39.2% |
| YTD | -54.8% | +8.3% | -63.1% | -57.3% |
| 1Y | -59.0% | +6.4% | -65.4% | -60.9% |
| 3Y | -20.0% | +30.2% | -50.2% | -34.3% |
| 5Y | -3.1% | +8.6% | -11.7% | -10.9% |
| 10Y | +83.3% | +87.4% | -4.0% | +17.8% |
| All | +156.7% | +107.7% | +49.0% | +63.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling