+74.2%
XLF vs BSX
-20.5%
+94.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -1.5% | -10.1% | +8.6% | +0.3% |
| 30D | -1.2% | -16.4% | +15.3% | +1.9% |
| 3M | +9.2% | -8.9% | +18.1% | +10.6% |
| 6M | +16.3% | -38.3% | +54.6% | +26.5% |
| YTD | +5.4% | -54.9% | +60.4% | +23.3% |
| 1Y | +7.6% | -58.8% | +66.4% | +29.9% |
| 3Y | +74.2% | -21.2% | +95.4% | +81.2% |
| All | +74.2% | -20.5% | +94.7% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling