+39.2%
BMY vs QLD
+1.8%
+37.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.5% |
| 7D | -0.5% | -10.3% | +9.7% | -0.8% |
| 30D | +4.1% | -26.1% | +30.1% | +3.2% |
| 3M | -2.1% | -17.8% | +15.6% | -2.8% |
| 6M | +12.2% | -15.6% | +27.8% | +9.9% |
| YTD | +20.3% | +5.4% | +15.0% | +13.6% |
| 1Y | +39.2% | +5.2% | +34.0% | +31.1% |
| All | +39.2% | +1.8% | +37.4% | +31.1% |
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 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