+51,263.1%
QCOM vs BSX
+940.0%
+50,323.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.8% |
| 7D | +13.0% | -1.0% | +14.0% | +13.2% |
| 30D | +0.2% | +2.1% | -1.9% | -0.4% |
| 3M | +9.2% | -14.0% | +23.3% | +12.7% |
| 6M | -15.0% | -18.3% | +3.3% | -11.6% |
| YTD | +5.2% | -53.6% | +58.8% | +23.5% |
| 1Y | +2.4% | -57.6% | +59.9% | +22.7% |
| 3Y | +52.0% | -14.3% | +66.2% | +53.8% |
| 5Y | +19.7% | +5.1% | +14.7% | +15.3% |
| 10Y | +246.9% | +105.6% | +141.3% | +184.0% |
| All | +51,263.1% | +940.0% | +50,323.1% | +30,412.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling