+9.1%
XLF vs BSX
-55.6%
+64.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | 0.0% | +2.0% | -2.0% | -0.1% |
| 30D | +0.2% | +0.1% | 0.0% | +0.2% |
| 3M | +11.7% | -2.1% | +13.9% | +11.6% |
| 6M | +13.8% | -33.8% | +47.6% | +13.7% |
| YTD | +7.0% | -49.9% | +56.9% | +7.6% |
| 1Y | +9.1% | -55.4% | +64.6% | +10.2% |
| All | +9.1% | -55.6% | +64.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling