+227.7%
XLE vs BSX
-1.2%
+228.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +0.3% | -7.0% | +7.4% | +1.6% |
| 30D | +8.5% | -10.9% | +19.4% | +10.6% |
| 3M | +14.6% | -8.2% | +22.8% | +16.1% |
| 6M | +17.6% | -37.5% | +55.0% | +27.5% |
| YTD | +48.1% | -52.8% | +100.9% | +69.9% |
| 1Y | +53.8% | -58.4% | +112.2% | +82.4% |
| 3Y | +56.2% | -16.5% | +72.8% | +54.2% |
| 5Y | +227.7% | -1.0% | +228.7% | +198.9% |
| All | +227.7% | -1.2% | +228.9% | +198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling