+92.9%
QQQ vs BSX
-20.5%
+113.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -0.6% | -10.1% | +9.5% | +1.3% |
| 30D | -1.2% | -16.4% | +15.2% | +1.9% |
| 3M | -0.2% | -8.9% | +8.7% | +1.3% |
| 6M | +17.9% | -38.3% | +56.2% | +30.7% |
| YTD | +16.6% | -54.9% | +71.6% | +41.7% |
| 1Y | +23.0% | -58.8% | +81.8% | +54.8% |
| 3Y | +92.9% | -21.2% | +114.2% | +104.2% |
| All | +92.9% | -20.5% | +113.4% | +104.2% |
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