+52.4%
QCOM vs BSX
-17.4%
+69.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | +13.0% | -1.0% | +14.0% | +13.1% |
| 30D | +0.2% | +2.1% | -1.9% | -0.3% |
| 3M | +9.2% | -14.0% | +23.3% | +12.1% |
| 6M | -15.0% | -18.3% | +3.3% | -11.4% |
| YTD | +5.2% | -53.6% | +58.8% | +31.5% |
| 1Y | +2.4% | -57.6% | +59.9% | +34.5% |
| All | +52.4% | -17.4% | +69.8% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling