+418.9%
BMY vs QLD
+7,369.0%
-6,950.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | -0.5% | -10.3% | +9.7% | +1.6% |
| 30D | +4.1% | -26.1% | +30.1% | +10.5% |
| 3M | -3.1% | -17.8% | +14.6% | +0.3% |
| 6M | +11.0% | -15.6% | +26.6% | +13.0% |
| YTD | +19.1% | +5.4% | +13.7% | +14.7% |
| 1Y | +37.8% | +5.2% | +32.5% | +32.5% |
| 3Y | +34.2% | +139.4% | -105.3% | +1.3% |
| 5Y | +27.2% | +66.7% | -39.5% | -1.7% |
| 10Y | +72.1% | +1,422.1% | -1,350.0% | -38.6% |
| All | +418.9% | +7,369.0% | -6,950.1% | -7.5% |
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