+5.1%
BSX vs QLD
+89.4%
-84.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | -1.0% | +12.5% | -13.5% | -3.3% |
| 30D | +2.1% | -15.7% | +17.8% | +5.1% |
| 3M | -14.0% | -11.9% | -2.1% | -12.4% |
| 6M | -18.3% | -10.3% | -8.0% | -17.9% |
| YTD | -53.6% | +15.6% | -69.2% | -56.3% |
| 1Y | -57.6% | +12.1% | -69.7% | -59.7% |
| 3Y | -14.3% | +150.7% | -164.9% | -35.0% |
| 5Y | +5.1% | +86.6% | -81.5% | -19.2% |
| All | +5.1% | +89.4% | -84.4% | -19.2% |
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