+248.8%
XLF vs BSX
+83.9%
+164.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -1.5% | -10.1% | +8.6% | +2.8% |
| 30D | -1.2% | -16.4% | +15.3% | +5.9% |
| 3M | +9.2% | -8.9% | +18.1% | +12.5% |
| 6M | +16.3% | -38.3% | +54.6% | +39.5% |
| YTD | +5.4% | -54.9% | +60.4% | +43.6% |
| 1Y | +7.6% | -58.8% | +66.4% | +52.6% |
| 3Y | +74.2% | -21.2% | +95.4% | +76.5% |
| 5Y | +66.1% | -3.3% | +69.5% | +48.7% |
| All | +248.8% | +83.9% | +164.9% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling