+81.0%
BSX vs QSR
+135.2%
-54.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -10.1% | -4.0% | -6.1% | -8.6% |
| 30D | -16.4% | +2.8% | -19.2% | -17.3% |
| 3M | -8.9% | +5.1% | -14.0% | -10.7% |
| 6M | -38.3% | +8.8% | -47.1% | -40.5% |
| YTD | -54.9% | +14.8% | -69.8% | -57.7% |
| 1Y | -58.8% | +25.7% | -84.5% | -62.8% |
| 3Y | -21.2% | +27.5% | -48.8% | -31.0% |
| 5Y | -3.3% | +41.3% | -44.6% | -20.2% |
| All | +81.0% | +135.2% | -54.2% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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