+42.8%
BSX vs XPO
+9,839.2%
-9,796.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.2% |
| 7D | -7.0% | -0.9% | -6.1% | -7.0% |
| 30D | -10.9% | -8.1% | -2.8% | -10.2% |
| 3M | -8.2% | -19.0% | +10.9% | -6.5% |
| 6M | -37.5% | -5.2% | -32.3% | -37.4% |
| YTD | -52.8% | +35.6% | -88.4% | -54.5% |
| 1Y | -58.4% | +41.1% | -99.5% | -60.1% |
| 3Y | -16.5% | +157.9% | -174.4% | -25.4% |
| 5Y | -1.0% | +265.6% | -266.6% | -15.8% |
| 10Y | +91.2% | +1,516.8% | -1,425.6% | +45.3% |
| All | +42.8% | +9,839.2% | -9,796.3% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling