+74.8%
QCOM vs BSX
-16.1%
+90.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +4.3% |
| 7D | +5.1% | -6.4% | +11.5% | +6.4% |
| 30D | +4.3% | -8.8% | +13.1% | +6.0% |
| 3M | -19.6% | -7.6% | -12.0% | -18.4% |
| 6M | +29.5% | -37.0% | +66.4% | +45.2% |
| YTD | +3.4% | -52.8% | +56.2% | +28.6% |
| 1Y | +10.9% | -58.4% | +69.3% | +47.5% |
| 3Y | +74.8% | -16.5% | +91.3% | +82.5% |
| All | +74.8% | -16.1% | +90.8% | +82.5% |
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