+52.3%
BDX vs QSR
+23.8%
+28.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.5% | +0.1% | +3.6% |
| 7D | +7.2% | +5.2% | +2.0% | +5.3% |
| 30D | +15.8% | +12.2% | +3.6% | +11.4% |
| 3M | +23.7% | +7.0% | +16.7% | +20.5% |
| 6M | +44.8% | -0.3% | +45.1% | +43.2% |
| YTD | +39.8% | +18.0% | +21.8% | +33.3% |
| 1Y | +52.3% | +22.6% | +29.7% | +43.4% |
| All | +52.3% | +23.8% | +28.5% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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