+81.0%
BSX vs XME
+421.4%
-340.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -10.1% | -4.2% | -5.9% | -8.9% |
| 30D | -16.4% | -2.7% | -13.7% | -15.8% |
| 3M | -8.9% | -3.9% | -5.0% | -8.2% |
| 6M | -38.3% | -1.0% | -37.3% | -38.9% |
| YTD | -54.9% | +9.8% | -64.7% | -57.2% |
| 1Y | -58.8% | +32.5% | -91.4% | -63.6% |
| 3Y | -21.2% | +124.3% | -145.6% | -43.4% |
| 5Y | -3.3% | +165.8% | -169.1% | -37.2% |
| All | +81.0% | +421.4% | -340.4% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling