+7.9%
QCOM vs BSX
-55.6%
+63.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | +0.1% |
| 7D | +3.3% | +2.0% | +1.3% | +3.4% |
| 30D | +7.7% | +0.1% | +7.6% | +7.8% |
| 3M | -30.1% | -2.1% | -27.9% | -29.7% |
| 6M | +22.8% | -33.8% | +56.6% | +23.9% |
| YTD | +0.2% | -49.9% | +50.1% | +4.4% |
| 1Y | +7.9% | -55.4% | +63.3% | +15.4% |
| All | +7.9% | -55.6% | +63.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BSX.
Daily Out/Under-Performance
Portfolio return minus BSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BSX 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 1y: compounded portfolio wealth divided by compounded BSX 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…
1y analysis · Full analysis span regression · 6 months rolling