+101.6%
BSX vs QLD
+1,470.2%
-1,368.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +1.0% |
| 7D | -0.7% | -1.4% | +0.8% | -0.5% |
| 30D | +3.0% | -19.6% | +22.6% | +8.9% |
| 3M | -10.7% | -14.1% | +3.4% | -7.6% |
| 6M | -18.4% | -13.6% | -4.8% | -16.9% |
| YTD | -53.8% | +12.5% | -66.4% | -57.0% |
| 1Y | -56.0% | +13.1% | -69.1% | -59.2% |
| 3Y | -14.4% | +154.7% | -169.1% | -41.8% |
| 5Y | +2.9% | +81.1% | -78.2% | -26.4% |
| 10Y | +101.6% | +1,418.0% | -1,316.4% | -46.0% |
| All | +101.6% | +1,470.2% | -1,368.7% | -46.0% |
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 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