+141.7%
BSX vs XOP
+86.0%
+55.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.7% | -7.6% | -6.4% |
| 7D | -6.4% | +0.6% | -7.1% | -6.7% |
| 30D | -8.8% | +16.5% | -25.3% | -13.0% |
| 3M | -7.6% | +15.7% | -23.4% | -12.0% |
| 6M | -37.0% | +19.2% | -56.2% | -40.8% |
| YTD | -52.8% | +55.0% | -107.8% | -59.4% |
| 1Y | -58.4% | +54.2% | -112.6% | -64.3% |
| 3Y | -16.5% | +35.9% | -52.4% | -27.0% |
| 5Y | -1.2% | +162.4% | -163.6% | -34.0% |
| 10Y | +83.7% | +50.2% | +33.6% | +27.7% |
| All | +141.7% | +86.0% | +55.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling