-1.4%
BSX vs QLD
+66.7%
-68.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -4.7% |
| 7D | +1.8% | -10.3% | +12.1% | +3.8% |
| 30D | +2.8% | -26.1% | +28.9% | +8.6% |
| 3M | -13.3% | -17.8% | +4.5% | -10.4% |
| 6M | -23.7% | -15.6% | -8.1% | -22.5% |
| YTD | -55.2% | +5.4% | -60.5% | -56.9% |
| 1Y | -56.8% | +5.2% | -62.1% | -58.6% |
| 3Y | -19.0% | +139.4% | -158.5% | -38.2% |
| All | -1.4% | +66.7% | -68.1% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling