+81.0%
BSX vs XLY
+220.9%
-139.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.8% |
| 7D | -10.1% | -1.7% | -8.4% | -9.2% |
| 30D | -16.4% | -4.2% | -12.2% | -14.3% |
| 3M | -8.9% | -2.7% | -6.2% | -7.7% |
| 6M | -38.3% | -0.6% | -37.6% | -38.6% |
| YTD | -54.9% | -5.0% | -49.9% | -54.0% |
| 1Y | -58.8% | -4.1% | -54.7% | -58.4% |
| 3Y | -21.2% | +33.6% | -54.8% | -37.1% |
| 5Y | -3.3% | +28.7% | -32.0% | -23.5% |
| All | +81.0% | +220.9% | -139.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 10y: compounded portfolio wealth divided by compounded XLY 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…
10y analysis · Full analysis span regression · 6 months rolling