-0.8%
BDX vs QS
-46.4%
+45.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.8% |
| 7D | -3.2% | -3.6% | +0.5% | -3.1% |
| 30D | -2.5% | -17.2% | +14.7% | -2.3% |
| 3M | +21.4% | -27.0% | +48.4% | +21.8% |
| 6M | +10.4% | -24.6% | +35.0% | +10.6% |
| YTD | +18.8% | -49.3% | +68.2% | +19.7% |
| 1Y | +21.7% | -40.3% | +62.0% | +21.9% |
| 3Y | -10.0% | -23.8% | +13.9% | -10.8% |
| 5Y | -1.8% | -75.0% | +73.1% | -3.2% |
| All | -0.8% | -46.4% | +45.6% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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