+35.5%
XLV vs BSX
-3.9%
+39.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -10.1% | +6.5% | -0.8% |
| 30D | -1.8% | -16.4% | +14.6% | +2.9% |
| 3M | +7.8% | -8.9% | +16.7% | +10.2% |
| 6M | +9.1% | -38.3% | +47.4% | +23.3% |
| YTD | +7.7% | -54.9% | +62.7% | +33.3% |
| 1Y | +20.4% | -58.8% | +79.2% | +53.8% |
| 3Y | +30.8% | -21.2% | +52.0% | +28.2% |
| All | +35.5% | -3.9% | +39.4% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling