+52.0%
BDX vs Q
+68.3%
-16.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.0% |
| 7D | +2.9% | +1.2% | +1.7% | +2.9% |
| 30D | +15.4% | -2.7% | +18.1% | +15.5% |
| 3M | +20.5% | -16.9% | +37.5% | +20.7% |
| 6M | +53.2% | -26.9% | +80.0% | +54.0% |
| YTD | +45.7% | +45.2% | +0.5% | +35.1% |
| 1Y | +47.3% | +38.1% | +9.1% | +36.7% |
| All | +52.0% | +68.3% | -16.3% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling