+558.6%
QQQ vs BDX
+59.3%
+499.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.6% | -3.2% | +2.6% | +0.4% |
| 30D | -1.2% | -2.5% | +1.3% | -0.5% |
| 3M | -0.2% | +21.4% | -21.6% | -6.9% |
| 6M | +17.9% | +10.4% | +7.5% | +13.4% |
| YTD | +16.6% | +18.8% | -2.2% | +8.9% |
| 1Y | +23.0% | +21.7% | +1.3% | +13.6% |
| 3Y | +92.9% | -10.0% | +102.9% | +95.4% |
| 5Y | +95.6% | -1.8% | +97.4% | +88.3% |
| All | +558.6% | +59.3% | +499.3% | +423.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling