+257.9%
BSX vs XLU
+630.6%
-372.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +0.7% |
| 7D | -7.0% | +0.6% | -7.7% | -7.5% |
| 30D | -10.9% | -0.4% | -10.5% | -10.8% |
| 3M | -8.2% | -1.7% | -6.4% | -7.4% |
| 6M | -37.5% | -7.1% | -30.4% | -34.9% |
| YTD | -52.8% | +1.9% | -54.8% | -53.7% |
| 1Y | -58.4% | +6.1% | -64.5% | -60.3% |
| 3Y | -16.5% | +48.8% | -65.3% | -36.5% |
| 5Y | -1.0% | +43.8% | -44.8% | -24.0% |
| 10Y | +91.2% | +143.2% | -51.9% | +3.0% |
| All | +257.9% | +630.6% | -372.7% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling