+109.9%
BSX vs QLD
+1,536.4%
-1,426.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.6% | -3.7% | -0.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +2.9% | -15.7% | +18.7% | +7.4% |
| 3M | -11.8% | -10.0% | -1.8% | -10.0% |
| 6M | -15.4% | -11.2% | -4.2% | -14.6% |
| YTD | -52.7% | +16.4% | -69.0% | -56.4% |
| 1Y | -56.0% | +12.7% | -68.6% | -59.1% |
| 3Y | -12.5% | +152.3% | -164.8% | -40.2% |
| 5Y | +7.6% | +91.8% | -84.2% | -24.6% |
| 10Y | +109.9% | +1,520.2% | -1,410.3% | -46.5% |
| All | +109.9% | +1,536.4% | -1,426.5% | -46.5% |
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