+48,827.5%
QCOM vs BSX
+1,024.7%
+47,802.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +3.3% | +2.0% | +1.3% | +2.8% |
| 30D | +7.7% | +0.1% | +7.6% | +7.5% |
| 3M | -30.1% | -2.1% | -27.9% | -30.0% |
| 6M | +22.8% | -33.8% | +56.6% | +33.9% |
| YTD | +0.2% | -49.9% | +50.1% | +15.9% |
| 1Y | +7.9% | -55.4% | +63.3% | +28.3% |
| 3Y | +55.8% | -10.9% | +66.7% | +56.7% |
| 5Y | +30.1% | +6.4% | +23.7% | +25.2% |
| 10Y | +248.9% | +97.0% | +151.9% | +188.5% |
| All | +48,827.5% | +1,024.7% | +47,802.8% | +28,537.1% |
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 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