+1,547.1%
QQQ vs BDX
+852.5%
+694.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -1.3% | -5.4% | +4.2% | +0.6% |
| 30D | -1.4% | -2.2% | +0.8% | -0.7% |
| 3M | +2.3% | +20.1% | -17.8% | -4.5% |
| 6M | +16.9% | +9.1% | +7.8% | +12.4% |
| YTD | +15.6% | +17.9% | -2.2% | +7.9% |
| 1Y | +22.6% | +22.1% | +0.6% | +12.7% |
| 3Y | +93.5% | -10.5% | +104.1% | +94.3% |
| 5Y | +93.9% | -2.6% | +96.5% | +86.8% |
| 10Y | +564.6% | +57.5% | +507.1% | +425.2% |
| All | +1,547.1% | +852.5% | +694.6% | +675.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling