+89.3%
BSX vs QLD
+1,748.2%
-1,658.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -7.0% | +1.9% | -8.9% | -7.6% |
| 30D | -10.9% | -1.8% | -9.1% | -10.5% |
| 3M | -8.2% | -0.1% | -8.1% | -9.3% |
| 6M | -37.5% | +32.6% | -70.0% | -43.9% |
| YTD | -52.8% | +27.9% | -80.8% | -57.3% |
| 1Y | -58.4% | +40.3% | -98.7% | -63.7% |
| 3Y | -16.5% | +182.5% | -199.0% | -44.6% |
| 5Y | -1.0% | +122.5% | -123.5% | -33.4% |
| All | +89.3% | +1,748.2% | -1,658.9% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling