+234.4%
BSX vs QSR
+203.9%
+30.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -8.2% | -4.7% | -3.5% | -6.6% |
| 30D | -15.8% | +4.3% | -20.1% | -17.1% |
| 3M | -10.8% | +5.4% | -16.3% | -12.6% |
| 6M | -38.4% | +8.2% | -46.5% | -40.4% |
| YTD | -54.8% | +14.1% | -68.9% | -57.3% |
| 1Y | -59.0% | +28.1% | -87.1% | -63.0% |
| 3Y | -20.0% | +25.3% | -45.3% | -28.7% |
| 5Y | -3.1% | +40.4% | -43.5% | -18.4% |
| 10Y | +83.3% | +132.4% | -49.1% | +25.3% |
| All | +234.4% | +203.9% | +30.5% | +117.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling