+13.6%
QCOM vs BSX
-60.1%
+73.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +0.2% |
| 7D | +4.9% | -8.2% | +13.1% | +4.7% |
| 30D | +9.3% | -15.8% | +25.1% | +8.8% |
| 3M | -7.0% | -10.8% | +3.9% | -6.7% |
| 6M | +32.0% | -38.4% | +70.4% | +32.7% |
| YTD | +5.0% | -54.8% | +59.8% | +9.3% |
| 1Y | +13.6% | -59.0% | +72.6% | +22.7% |
| All | +13.6% | -60.1% | +73.7% | +22.7% |
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