-3.1%
BSX vs XME
+167.8%
-170.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.4% |
| 7D | -8.2% | -3.0% | -5.2% | -7.6% |
| 30D | -15.8% | -2.6% | -13.2% | -15.4% |
| 3M | -10.8% | +2.2% | -13.0% | -11.5% |
| 6M | -38.4% | +0.7% | -39.1% | -39.0% |
| YTD | -54.8% | +10.9% | -65.7% | -56.5% |
| 1Y | -59.0% | +35.7% | -94.8% | -62.8% |
| 3Y | -20.0% | +127.1% | -147.1% | -38.4% |
| 5Y | -3.1% | +168.5% | -171.5% | -30.7% |
| All | -3.1% | +167.8% | -170.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling