-17.4%
BSX vs XOP
+43.8%
-61.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +3.7% | +6.3% | -2.6% | +3.2% |
| 30D | +3.1% | -6.6% | +9.7% | +3.5% |
| 3M | -14.2% | +3.6% | -17.8% | -15.0% |
| 6M | -16.4% | +10.8% | -27.2% | -18.1% |
| YTD | -53.5% | +48.3% | -101.8% | -56.6% |
| 1Y | -57.8% | +42.9% | -100.7% | -60.3% |
| 3Y | -17.4% | +43.3% | -60.7% | -23.6% |
| All | -17.4% | +43.8% | -61.3% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling