+104.7%
BDX vs QSR
+206.0%
-101.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | -3.6% | -2.4% | -1.2% | -3.1% |
| 30D | +0.7% | +5.7% | -5.0% | -0.5% |
| 3M | +19.0% | +6.9% | +12.0% | +17.2% |
| 6M | +10.8% | +6.9% | +3.9% | +9.1% |
| YTD | +20.1% | +14.9% | +5.2% | +16.4% |
| 1Y | +23.1% | +29.1% | -6.0% | +16.2% |
| 3Y | -8.8% | +26.1% | -34.9% | -14.3% |
| 5Y | -1.4% | +42.3% | -43.7% | -10.4% |
| 10Y | +60.5% | +134.0% | -73.5% | +25.6% |
| All | +104.7% | +206.0% | -101.2% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling