+427.2%
BMY vs QLD
+7,183.5%
-6,756.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.7% | +11.1% | +1.1% |
| 7D | +2.8% | -18.6% | +21.4% | +7.2% |
| 30D | +5.9% | -28.3% | +34.2% | +13.2% |
| 3M | -0.8% | -20.4% | +19.6% | +3.5% |
| 6M | +12.1% | -14.3% | +26.4% | +13.7% |
| YTD | +21.0% | +2.8% | +18.2% | +17.2% |
| 1Y | +40.4% | -1.2% | +41.7% | +37.0% |
| 3Y | +36.3% | +135.3% | -99.1% | +3.2% |
| 5Y | +29.3% | +62.6% | -33.3% | +0.4% |
| 10Y | +74.8% | +1,384.3% | -1,309.5% | -37.3% |
| All | +427.2% | +7,183.5% | -6,756.4% | -5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling