+788.5%
XLK vs BSX
+83.9%
+704.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.2% | -10.1% | +10.3% | +4.6% |
| 30D | -0.6% | -16.4% | +15.8% | +6.7% |
| 3M | +2.6% | -8.9% | +11.4% | +5.4% |
| 6M | +34.0% | -38.3% | +72.2% | +61.7% |
| YTD | +30.7% | -54.9% | +85.6% | +81.2% |
| 1Y | +39.2% | -58.8% | +98.0% | +101.1% |
| 3Y | +120.4% | -21.2% | +141.6% | +124.7% |
| 5Y | +148.8% | -3.3% | +152.1% | +124.5% |
| All | +788.5% | +83.9% | +704.6% | +503.6% |
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