+34.2%
BMY vs QLD
+140.3%
-106.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.6% |
| 7D | -0.5% | -10.3% | +9.7% | -0.5% |
| 30D | +4.1% | -26.1% | +30.1% | +4.2% |
| 3M | -3.1% | -17.8% | +14.6% | -3.1% |
| 6M | +11.0% | -15.6% | +26.6% | +10.6% |
| YTD | +19.1% | +5.4% | +13.7% | +17.4% |
| 1Y | +37.8% | +5.2% | +32.5% | +35.8% |
| 3Y | +34.2% | +139.4% | -105.3% | +20.9% |
| All | +34.2% | +140.3% | -106.1% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling