+141.7%
BSX vs XME
+246.2%
-104.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.1% | -7.0% | -6.3% |
| 7D | -6.4% | +3.6% | -10.1% | -7.6% |
| 30D | -8.8% | +3.6% | -12.4% | -9.9% |
| 3M | -7.6% | +1.2% | -8.9% | -8.7% |
| 6M | -37.0% | +9.0% | -46.0% | -39.7% |
| YTD | -52.8% | +15.9% | -68.7% | -56.1% |
| 1Y | -58.4% | +43.2% | -101.6% | -64.4% |
| 3Y | -16.5% | +137.4% | -153.9% | -41.5% |
| 5Y | -1.2% | +185.0% | -186.2% | -37.3% |
| 10Y | +83.7% | +409.5% | -325.7% | -11.8% |
| All | +141.7% | +246.2% | -104.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XME 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling