+49.5%
BDX vs Q
+80.0%
-30.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +1.0% |
| 7D | +2.5% | +6.6% | -4.0% | +2.7% |
| 30D | +13.6% | +2.7% | +10.8% | +13.8% |
| 3M | +18.9% | -8.4% | +27.3% | +19.2% |
| 6M | +51.8% | -17.3% | +69.1% | +52.0% |
| YTD | +43.3% | +55.3% | -12.0% | +33.2% |
| 1Y | +48.0% | +31.5% | +16.5% | +38.6% |
| All | +49.5% | +80.0% | -30.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling