+1,047.3%
XLE vs BSX
+244.4%
+802.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +5.4% | +3.7% | +1.7% | +4.4% |
| 30D | -3.9% | +3.1% | -7.1% | -5.1% |
| 3M | +7.0% | -14.2% | +21.2% | +10.5% |
| 6M | +14.2% | -16.4% | +30.6% | +18.1% |
| YTD | +48.2% | -53.5% | +101.7% | +76.0% |
| 1Y | +47.7% | -57.8% | +105.4% | +79.8% |
| 3Y | +70.0% | -17.4% | +87.4% | +72.0% |
| 5Y | +169.1% | +5.4% | +163.7% | +152.1% |
| 10Y | +180.7% | +106.2% | +74.5% | +124.7% |
| All | +1,047.3% | +244.4% | +802.9% | +583.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling