-17.7%
BSX vs QLD
+152.7%
-170.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -2.0% |
| 7D | -1.0% | +12.5% | -13.5% | -2.8% |
| 30D | +2.1% | -15.7% | +17.8% | +4.4% |
| 3M | -14.0% | -11.9% | -2.1% | -12.8% |
| 6M | -18.3% | -10.3% | -8.0% | -18.1% |
| YTD | -53.6% | +15.6% | -69.2% | -56.2% |
| 1Y | -57.6% | +12.1% | -69.7% | -59.7% |
| All | -17.7% | +152.7% | -170.4% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling