-53.6%
BSX vs XLU
+0.7%
-54.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.4% | +4.9% | +5.2% |
| 7D | +8.0% | +2.6% | +5.4% | +7.4% |
| 30D | +8.1% | +9.1% | -1.0% | +6.4% |
| 3M | -6.7% | -0.4% | -6.3% | -6.3% |
| 6M | -19.4% | -4.7% | -14.7% | -18.4% |
| YTD | -51.9% | +4.3% | -56.2% | -52.1% |
| 1Y | -53.6% | +1.0% | -54.6% | -53.3% |
| All | -53.6% | +0.7% | -54.3% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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