+25.8%
BMY vs QLD
+121.5%
-95.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +5.0% | -0.1% | +5.1% | +5.0% |
| 3M | +19.4% | -8.4% | +27.8% | +19.6% |
| 6M | +9.5% | +32.2% | -22.7% | +7.5% |
| YTD | +28.1% | +28.9% | -0.8% | +25.8% |
| 1Y | +50.0% | +43.8% | +6.2% | +46.3% |
| 3Y | +24.1% | +176.6% | -152.5% | +14.7% |
| All | +25.8% | +121.5% | -95.7% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling