+50.0%
BMY vs QS
-28.5%
+78.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.4% | -1.9% |
| 7D | +0.4% | -2.3% | +2.7% | +0.3% |
| 30D | +5.0% | -0.7% | +5.7% | +5.0% |
| 3M | +19.4% | -39.6% | +59.0% | +19.2% |
| 6M | +9.5% | -21.7% | +31.2% | +9.0% |
| YTD | +28.1% | -47.4% | +75.5% | +27.5% |
| 1Y | +50.0% | -28.4% | +78.3% | +47.1% |
| All | +50.0% | -28.5% | +78.4% | +47.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling