+81.0%
BSX vs XOP
+58.6%
+22.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -10.1% | +2.6% | -12.7% | -10.6% |
| 30D | -16.4% | +9.6% | -26.0% | -18.2% |
| 3M | -8.9% | +20.4% | -29.2% | -12.8% |
| 6M | -38.3% | +19.9% | -58.2% | -41.1% |
| YTD | -54.9% | +56.4% | -111.3% | -59.7% |
| 1Y | -58.8% | +52.4% | -111.3% | -63.0% |
| 3Y | -21.2% | +39.9% | -61.1% | -29.0% |
| 5Y | -3.3% | +163.7% | -167.1% | -28.5% |
| All | +81.0% | +58.6% | +22.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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