+889.2%
XLV vs BSX
+233.8%
+655.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -3.6% | -10.1% | +6.5% | -1.1% |
| 30D | -1.8% | -16.4% | +14.6% | +2.3% |
| 3M | +7.8% | -8.9% | +16.7% | +9.9% |
| 6M | +9.1% | -38.3% | +47.4% | +21.2% |
| YTD | +7.7% | -54.9% | +62.7% | +28.1% |
| 1Y | +20.4% | -58.8% | +79.2% | +46.2% |
| 3Y | +30.8% | -21.2% | +52.0% | +35.0% |
| 5Y | +34.6% | -3.3% | +38.0% | +31.5% |
| 10Y | +173.4% | +82.8% | +90.6% | +128.4% |
| All | +889.2% | +233.8% | +655.4% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling