-2.8%
BSX vs QS
-74.9%
+72.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.9% |
| 3M | -8.9% | -27.0% | +18.1% | -8.1% |
| 6M | -38.3% | -24.6% | -13.7% | -38.0% |
| YTD | -54.9% | -49.3% | -5.6% | -54.1% |
| 1Y | -58.8% | -40.3% | -18.5% | -58.7% |
| 3Y | -21.2% | -23.8% | +2.6% | -25.1% |
| All | -2.8% | -74.9% | +72.1% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling