-55.4%
BSX vs XYL
-23.4%
-32.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.1% |
| 7D | +2.0% | -5.0% | +7.1% | +2.7% |
| 30D | +0.1% | -13.2% | +13.3% | +1.9% |
| 3M | -2.1% | -3.7% | +1.6% | -1.1% |
| 6M | -33.8% | -17.7% | -16.1% | -33.8% |
| YTD | -49.9% | -21.5% | -28.3% | -50.9% |
| 1Y | -55.4% | -24.5% | -31.0% | -56.2% |
| All | -55.4% | -23.4% | -32.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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