+23.9%
BMY vs QS
-75.8%
+99.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -6.4% | -5.0% | -1.4% | -6.3% |
| 30D | +0.2% | -18.3% | +18.5% | +0.6% |
| 3M | +16.0% | -26.0% | +42.0% | +16.5% |
| 6M | +8.3% | -24.0% | +32.4% | +8.5% |
| YTD | +22.2% | -50.3% | +72.5% | +23.6% |
| 1Y | +41.7% | -38.0% | +79.7% | +41.9% |
| 3Y | +20.7% | -24.6% | +45.3% | +18.2% |
| 5Y | +23.9% | -75.4% | +99.4% | +20.7% |
| All | +23.9% | -75.8% | +99.7% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling