-56.4%
BSX vs QLD
+9.9%
-66.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +2.9% |
| 7D | -0.7% | -1.4% | +0.8% | -0.6% |
| 30D | +3.0% | -19.6% | +22.6% | +2.8% |
| 3M | -10.7% | -14.1% | +3.4% | -11.0% |
| 6M | -18.4% | -13.6% | -4.8% | -19.0% |
| YTD | -53.8% | +12.5% | -66.4% | -56.1% |
| All | -56.4% | +9.9% | -66.3% | -58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling