-21.0%
BSX vs XOP
+36.1%
-57.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.4% | -4.2% |
| 7D | -8.2% | +1.6% | -9.8% | -8.4% |
| 30D | -15.8% | +9.6% | -25.4% | -16.8% |
| 3M | -10.8% | +16.9% | -27.8% | -12.8% |
| 6M | -38.4% | +24.0% | -62.4% | -40.3% |
| YTD | -54.8% | +56.2% | -111.0% | -57.9% |
| 1Y | -59.0% | +51.8% | -110.8% | -61.7% |
| All | -21.0% | +36.1% | -57.1% | -27.3% |
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