+58.2%
BMY vs QLD
+1,387.1%
-1,329.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | +1.8% | -3.8% | +5.6% | +2.1% |
| 30D | +6.2% | -20.5% | +26.8% | +9.2% |
| 3M | -2.1% | -14.6% | +12.5% | -0.5% |
| 6M | +14.3% | -14.7% | +28.9% | +15.4% |
| YTD | +21.6% | +11.2% | +10.4% | +17.7% |
| 1Y | +38.8% | +7.1% | +31.7% | +34.9% |
| 3Y | +42.9% | +141.1% | -98.2% | +18.0% |
| 5Y | +30.1% | +84.3% | -54.2% | +8.7% |
| 10Y | +58.2% | +1,450.1% | -1,391.9% | -26.7% |
| All | +58.2% | +1,387.1% | -1,329.0% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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