+20.5%
BMY vs QSR
+25.8%
-5.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -4.8% | -4.0% | -0.8% | -3.8% |
| 30D | -0.1% | +2.8% | -2.8% | -0.8% |
| 3M | +13.1% | +5.1% | +8.0% | +11.6% |
| 6M | +8.4% | +8.8% | -0.4% | +6.1% |
| YTD | +22.0% | +14.8% | +7.1% | +17.7% |
| 1Y | +40.3% | +25.7% | +14.6% | +32.8% |
| 3Y | +20.5% | +27.5% | -7.0% | +13.2% |
| All | +20.5% | +25.8% | -5.3% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling