-3.1%
BSX vs QID
-80.2%
+77.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.5% | -3.7% |
| 7D | -8.2% | +2.7% | -10.9% | -7.7% |
| 30D | -15.8% | +3.3% | -19.1% | -15.2% |
| 3M | -10.8% | -5.5% | -5.3% | -11.7% |
| 6M | -38.4% | -28.4% | -10.0% | -42.5% |
| YTD | -54.8% | -26.6% | -28.2% | -57.5% |
| 1Y | -59.0% | -34.1% | -24.9% | -62.3% |
| 3Y | -20.0% | -73.7% | +53.7% | -38.0% |
| 5Y | -3.1% | -80.7% | +77.6% | -25.7% |
| All | -3.1% | -80.2% | +77.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling