+1,024.7%
XLE vs BSX
+271.3%
+753.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.3% |
| 7D | +2.2% | +2.0% | +0.2% | +1.7% |
| 30D | +11.8% | +0.1% | +11.7% | +11.6% |
| 3M | +9.8% | -2.1% | +12.0% | +10.0% |
| 6M | +15.6% | -33.8% | +49.4% | +27.1% |
| YTD | +45.3% | -49.9% | +95.1% | +70.3% |
| 1Y | +48.3% | -55.4% | +103.8% | +79.1% |
| 3Y | +55.4% | -10.9% | +66.3% | +54.9% |
| 5Y | +216.1% | +6.4% | +209.7% | +197.1% |
| 10Y | +178.4% | +97.0% | +81.4% | +125.8% |
| All | +1,024.7% | +271.3% | +753.5% | +561.1% |
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