+60.7%
BMY vs QID
-99.2%
+159.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.4% |
| 7D | -4.8% | +1.3% | -6.0% | -4.6% |
| 30D | -0.1% | +2.9% | -3.0% | +0.3% |
| 3M | +13.1% | -0.7% | +13.8% | +13.2% |
| 6M | +8.4% | -29.7% | +38.1% | +3.4% |
| YTD | +22.0% | -27.9% | +49.8% | +17.0% |
| 1Y | +40.3% | -34.6% | +74.9% | +32.9% |
| 3Y | +20.5% | -73.5% | +94.1% | +0.9% |
| 5Y | +23.7% | -81.0% | +104.7% | +3.5% |
| All | +60.7% | -99.2% | +159.9% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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