+138.3%
BSX vs XRT
+539.9%
-401.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +3.7% | +1.7% | +2.0% | +2.8% |
| 30D | +3.1% | +7.5% | -4.4% | -0.5% |
| 3M | -14.2% | +2.2% | -16.4% | -15.0% |
| 6M | -16.4% | +14.7% | -31.1% | -22.1% |
| YTD | -53.5% | +7.5% | -61.0% | -55.6% |
| 1Y | -57.8% | +14.1% | -71.9% | -60.9% |
| 3Y | -17.4% | +58.8% | -76.2% | -38.0% |
| 5Y | +5.4% | -3.9% | +9.3% | +0.1% |
| 10Y | +106.2% | +137.7% | -31.5% | +1.5% |
| All | +138.3% | +539.9% | -401.7% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling