+40.3%
BMY vs QSR
+28.6%
+11.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -4.8% | -4.0% | -0.8% | -3.6% |
| 30D | -0.1% | +2.8% | -2.8% | -0.9% |
| 3M | +13.1% | +5.1% | +8.0% | +11.1% |
| 6M | +8.4% | +8.8% | -0.4% | +5.4% |
| YTD | +22.0% | +14.8% | +7.1% | +16.1% |
| 1Y | +40.3% | +25.7% | +14.6% | +30.0% |
| All | +40.3% | +28.6% | +11.7% | +30.0% |
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