+54.9%
XLE vs BSX
-16.1%
+71.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +7.0% | +1.8% |
| 7D | 0.0% | -6.4% | +6.4% | +0.7% |
| 30D | +12.6% | -8.8% | +21.4% | +13.7% |
| 3M | +11.8% | -7.6% | +19.5% | +12.7% |
| 6M | +16.1% | -37.0% | +53.0% | +22.4% |
| YTD | +46.9% | -52.8% | +99.7% | +61.7% |
| 1Y | +53.3% | -58.4% | +111.7% | +74.3% |
| 3Y | +54.9% | -16.5% | +71.4% | +63.0% |
| All | +54.9% | -16.1% | +71.0% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 BSX 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