+60.1%
BMY vs QLD
+1,468.8%
-1,408.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +2.1% |
| 7D | +2.1% | +7.0% | -4.9% | +1.1% |
| 30D | +7.0% | -14.3% | +21.3% | +8.9% |
| 3M | -0.9% | -16.0% | +15.1% | +1.0% |
| 6M | +14.9% | -14.2% | +29.2% | +16.0% |
| YTD | +22.8% | +12.8% | +10.1% | +18.6% |
| 1Y | +36.2% | +14.1% | +22.2% | +31.2% |
| 3Y | +45.7% | +146.0% | -100.3% | +19.9% |
| 5Y | +31.3% | +82.0% | -50.7% | +10.2% |
| All | +60.1% | +1,468.8% | -1,408.8% | -27.1% |
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