-1.9%
BDX vs QSR
+40.5%
-42.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -3.2% | -4.0% | +0.8% | -2.1% |
| 30D | -2.5% | +2.8% | -5.3% | -3.2% |
| 3M | +21.4% | +5.1% | +16.3% | +19.8% |
| 6M | +10.4% | +8.8% | +1.6% | +8.0% |
| YTD | +18.8% | +14.8% | +4.0% | +14.6% |
| 1Y | +21.7% | +25.7% | -4.0% | +14.7% |
| 3Y | -10.0% | +27.5% | -37.5% | -17.0% |
| All | -1.9% | +40.5% | -42.4% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling