+28.6%
BMY vs QLD
+66.7%
-38.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -1.7% |
| 7D | -0.5% | -10.3% | +9.7% | -0.2% |
| 30D | +4.1% | -26.1% | +30.1% | +5.1% |
| 3M | -2.1% | -17.8% | +15.6% | -1.6% |
| 6M | +12.2% | -15.6% | +27.8% | +12.3% |
| YTD | +20.3% | +5.4% | +15.0% | +18.9% |
| 1Y | +39.2% | +5.2% | +34.0% | +37.5% |
| 3Y | +35.6% | +139.4% | -103.9% | +26.2% |
| All | +28.6% | +66.7% | -38.1% | +13.9% |
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 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