-17.6%
BSX vs XRT
+40.3%
-57.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -7.0% | -2.4% | -4.6% | -6.6% |
| 30D | -10.9% | -6.9% | -4.0% | -9.6% |
| 3M | -8.2% | -0.4% | -7.8% | -8.0% |
| 6M | -37.5% | +2.2% | -39.7% | -37.7% |
| YTD | -52.8% | -0.7% | -52.2% | -52.9% |
| 1Y | -58.4% | -2.0% | -56.4% | -58.4% |
| All | -17.6% | +40.3% | -57.9% | -25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling