+52.3%
BDX vs QID
-21.1%
+73.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +5.6% |
| 7D | +7.2% | +9.8% | -2.6% | +6.7% |
| 30D | +15.8% | +18.9% | -3.1% | +14.9% |
| 3M | +23.7% | +9.6% | +14.1% | +23.1% |
| 6M | +44.8% | -7.8% | +52.6% | +42.0% |
| YTD | +39.8% | -23.3% | +63.1% | +32.7% |
| 1Y | +52.3% | -22.0% | +74.4% | +45.0% |
| All | +52.3% | -21.1% | +73.4% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling