-73.5%
QID vs BMRN
-27.2%
-46.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | +1.3% | -1.3% | +2.5% | +0.9% |
| 30D | +2.9% | -6.5% | +9.4% | +1.1% |
| 3M | -0.7% | +18.3% | -19.0% | +4.3% |
| 6M | -29.7% | +8.9% | -38.6% | -27.8% |
| YTD | -27.9% | +10.5% | -38.4% | -25.4% |
| 1Y | -34.6% | +17.5% | -52.0% | -30.4% |
| 3Y | -73.5% | -27.7% | -45.8% | -73.3% |
| All | -73.5% | -27.2% | -46.3% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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