+81.0%
BSX vs QID
-99.2%
+180.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.8% |
| 7D | -10.1% | +1.3% | -11.4% | -9.7% |
| 30D | -16.4% | +2.9% | -19.4% | -15.6% |
| 3M | -8.9% | -0.7% | -8.2% | -8.7% |
| 6M | -38.3% | -29.7% | -8.6% | -44.1% |
| YTD | -54.9% | -27.9% | -27.1% | -58.7% |
| 1Y | -58.8% | -34.6% | -24.2% | -63.3% |
| 3Y | -21.2% | -73.5% | +52.3% | -44.1% |
| 5Y | -3.3% | -81.0% | +77.7% | -30.9% |
| All | +81.0% | -99.2% | +180.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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