+123.7%
BSX vs QLD
+7,369.0%
-7,245.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.5% | -6.8% | -5.2% |
| 7D | +1.8% | -10.3% | +12.1% | +5.5% |
| 30D | +2.8% | -26.1% | +28.9% | +13.9% |
| 3M | -13.3% | -17.8% | +4.5% | -7.9% |
| 6M | -23.7% | -15.6% | -8.1% | -21.5% |
| YTD | -55.2% | +5.4% | -60.5% | -58.0% |
| 1Y | -56.8% | +5.2% | -62.1% | -59.7% |
| 3Y | -19.0% | +139.4% | -158.5% | -48.7% |
| 5Y | -0.9% | +66.7% | -67.7% | -33.9% |
| 10Y | +98.3% | +1,422.1% | -1,323.8% | -58.1% |
| All | +123.7% | +7,369.0% | -7,245.3% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling