-53.6%
BSX vs XRT
+18.0%
-71.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.5% | -0.2% | +3.5% |
| 7D | +8.0% | +8.0% | -0.1% | +5.5% |
| 30D | +8.1% | +13.0% | -5.0% | +4.6% |
| 3M | -6.7% | +1.7% | -8.4% | -8.4% |
| 6M | -19.4% | +12.6% | -32.0% | -21.3% |
| YTD | -51.9% | +10.7% | -62.6% | -54.3% |
| 1Y | -53.6% | +18.4% | -72.0% | -57.2% |
| All | -53.6% | +18.0% | -71.6% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling