-56.8%
BSX vs Q
+74.5%
-131.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.1% |
| 7D | -1.0% | +11.5% | -12.5% | -0.6% |
| 30D | +2.1% | -0.2% | +2.2% | +2.2% |
| 3M | -14.0% | -13.6% | -0.5% | -13.8% |
| 6M | -18.3% | -27.0% | +8.7% | -17.4% |
| YTD | -53.6% | +50.5% | -104.2% | -55.2% |
| 1Y | -57.6% | +33.8% | -91.3% | -59.6% |
| All | -56.8% | +74.5% | -131.3% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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