+14.3%
BSX vs QS
-43.2%
+57.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.0% | -7.9% | -5.9% |
| 7D | -6.4% | +2.2% | -8.6% | -6.5% |
| 30D | -8.8% | -8.1% | -0.7% | -8.6% |
| 3M | -7.6% | -27.0% | +19.4% | -7.1% |
| 6M | -37.0% | -16.4% | -20.5% | -36.9% |
| YTD | -52.8% | -46.4% | -6.5% | -52.4% |
| 1Y | -58.4% | -41.1% | -17.3% | -58.3% |
| 3Y | -16.5% | -18.6% | +2.1% | -18.6% |
| 5Y | -1.2% | -73.0% | +71.9% | -2.8% |
| All | +14.3% | -43.2% | +57.6% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling