+42.4%
QSR vs BBIO
+136.7%
-94.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.0% | -3.2% | -0.8% | -3.8% |
| 30D | +2.8% | -13.6% | +16.3% | +3.9% |
| 3M | +5.1% | +7.2% | -2.1% | +4.3% |
| 6M | +8.8% | +1.5% | +7.3% | +8.3% |
| YTD | +14.8% | -5.3% | +20.1% | +14.5% |
| 1Y | +25.7% | +37.7% | -12.0% | +21.1% |
| 3Y | +27.5% | +153.9% | -126.4% | +13.6% |
| 5Y | +41.3% | +43.9% | -2.6% | +16.1% |
| All | +42.4% | +136.7% | -94.2% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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