+9.2%
BSX vs QS
-46.4%
+55.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -10.1% | -3.6% | -6.4% | -10.0% |
| 30D | -16.4% | -17.2% | +0.8% | -16.1% |
| 3M | -8.9% | -27.0% | +18.1% | -8.4% |
| 6M | -38.3% | -24.6% | -13.7% | -38.1% |
| YTD | -54.9% | -49.3% | -5.6% | -54.5% |
| 1Y | -58.8% | -40.3% | -18.5% | -58.7% |
| 3Y | -21.2% | -23.8% | +2.6% | -23.1% |
| 5Y | -3.3% | -75.0% | +71.6% | -4.8% |
| All | +9.2% | -46.4% | +55.6% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling