-10.3%
BSX vs QLD
+178.0%
-188.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +2.0% | +0.6% | +1.5% | +1.9% |
| 30D | +0.1% | -0.1% | +0.3% | +0.1% |
| 3M | -2.1% | -8.4% | +6.2% | -1.2% |
| 6M | -33.8% | +32.2% | -66.0% | -38.4% |
| YTD | -49.9% | +28.9% | -78.8% | -53.2% |
| 1Y | -55.4% | +43.8% | -99.3% | -59.6% |
| All | -10.3% | +178.0% | -188.3% | -31.3% |
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