+36.2%
BMY vs QLD
+10.7%
+25.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +1.7% |
| 7D | +2.1% | +7.0% | -4.9% | +2.3% |
| 30D | +7.0% | -14.3% | +21.3% | +6.4% |
| 3M | -0.9% | -16.0% | +15.1% | -1.5% |
| 6M | +14.9% | -14.2% | +29.2% | +13.4% |
| YTD | +22.8% | +12.8% | +10.1% | +16.1% |
| 1Y | +36.2% | +14.1% | +22.2% | +28.8% |
| All | +36.2% | +10.7% | +25.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling