+282.9%
QCOM vs BSX
+83.9%
+199.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +7.8% | -10.1% | +17.9% | +12.0% |
| 30D | +12.2% | -16.4% | +28.6% | +19.6% |
| 3M | -9.9% | -8.9% | -1.0% | -7.5% |
| 6M | +36.9% | -38.3% | +75.2% | +61.9% |
| YTD | +8.0% | -54.9% | +63.0% | +44.5% |
| 1Y | +15.0% | -58.8% | +73.8% | +60.1% |
| 3Y | +75.8% | -21.2% | +97.1% | +81.4% |
| 5Y | +42.2% | -3.3% | +45.5% | +32.2% |
| All | +282.9% | +83.9% | +199.0% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling