-0.3%
BDX vs QS
-47.0%
+46.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.6% | +7.0% | +0.5% |
| 7D | -4.1% | -4.2% | +0.1% | -4.1% |
| 30D | +0.1% | -15.7% | +15.8% | +0.3% |
| 3M | +18.3% | -28.7% | +46.9% | +18.7% |
| 6M | +10.1% | -23.2% | +33.4% | +10.3% |
| YTD | +19.4% | -49.9% | +69.3% | +20.3% |
| 1Y | +22.3% | -38.8% | +61.1% | +22.5% |
| 3Y | -9.4% | -24.0% | +14.7% | -10.2% |
| 5Y | -2.0% | -75.6% | +73.6% | -3.4% |
| All | -0.3% | -47.0% | +46.7% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling