+81.5%
BSX vs QLD
+1,707.9%
-1,626.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.5% |
| 7D | -8.2% | -2.6% | -5.6% | -7.5% |
| 30D | -15.8% | -3.3% | -12.6% | -15.0% |
| 3M | -10.8% | +1.8% | -12.7% | -12.4% |
| 6M | -38.4% | +29.7% | -68.1% | -44.3% |
| YTD | -54.8% | +25.1% | -79.9% | -58.8% |
| 1Y | -59.0% | +37.1% | -96.2% | -64.0% |
| 3Y | -20.0% | +176.3% | -196.3% | -46.5% |
| 5Y | -3.1% | +121.0% | -124.0% | -34.8% |
| All | +81.5% | +1,707.9% | -1,626.5% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded QLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling