+457.9%
BDX vs QID
-100.0%
+557.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.3% | -3.0% |
| 7D | -4.3% | -2.7% | -1.5% | -4.9% |
| 30D | +1.3% | +1.8% | -0.5% | +1.7% |
| 3M | +20.2% | -2.2% | +22.4% | +20.0% |
| 6M | +8.6% | -32.1% | +40.7% | +0.4% |
| YTD | +19.0% | -28.6% | +47.5% | +11.4% |
| 1Y | +21.2% | -36.3% | +57.5% | +11.0% |
| 3Y | -9.7% | -74.4% | +64.7% | -30.2% |
| 5Y | -3.4% | -80.8% | +77.4% | -25.1% |
| 10Y | +53.9% | -99.1% | +153.0% | -37.9% |
| All | +457.9% | -100.0% | +557.9% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling