-21.0%
BSX vs XPO
+151.2%
-172.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -4.0% |
| 7D | -8.2% | -1.3% | -6.9% | -8.1% |
| 30D | -15.8% | -10.4% | -5.4% | -15.1% |
| 3M | -10.8% | -15.7% | +4.8% | -9.7% |
| 6M | -38.4% | -6.3% | -32.1% | -38.3% |
| YTD | -54.8% | +34.2% | -89.0% | -56.5% |
| 1Y | -59.0% | +39.9% | -99.0% | -60.9% |
| All | -21.0% | +151.2% | -172.2% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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