+156.9%
BSX vs XRT
+514.3%
-357.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.6% |
| 30D | +0.1% | -4.2% | +4.3% | +2.3% |
| 3M | -2.1% | +5.1% | -7.2% | -4.8% |
| 6M | -33.8% | +2.4% | -36.2% | -35.0% |
| YTD | -49.9% | +3.2% | -53.1% | -51.2% |
| 1Y | -55.4% | +1.5% | -57.0% | -56.4% |
| 3Y | -10.9% | +40.6% | -51.4% | -28.9% |
| 5Y | +6.4% | -1.0% | +7.4% | -1.5% |
| 10Y | +97.0% | +128.4% | -31.4% | -1.3% |
| All | +156.9% | +514.3% | -357.5% | -37.3% |
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