-2.8%
BSX vs XLU
+42.8%
-45.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -10.1% | -1.6% | -8.5% | -9.5% |
| 30D | -16.4% | -3.3% | -13.1% | -15.3% |
| 3M | -8.9% | -3.2% | -5.7% | -7.7% |
| 6M | -38.3% | -7.0% | -31.3% | -36.5% |
| YTD | -54.9% | +0.6% | -55.6% | -55.3% |
| 1Y | -58.8% | +2.4% | -61.2% | -59.5% |
| 3Y | -21.2% | +46.3% | -67.5% | -34.2% |
| All | -2.8% | +42.8% | -45.5% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling