-81.0%
QID vs BMRN
-16.0%
-65.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.7% |
| 7D | +1.3% | -1.3% | +2.5% | +0.7% |
| 30D | +2.9% | -6.5% | +9.4% | -0.1% |
| 3M | -0.7% | +18.3% | -19.0% | +7.4% |
| 6M | -29.7% | +8.9% | -38.6% | -26.6% |
| YTD | -27.9% | +10.5% | -38.4% | -24.0% |
| 1Y | -34.6% | +17.5% | -52.0% | -28.2% |
| 3Y | -73.5% | -27.7% | -45.8% | -76.3% |
| All | -81.0% | -16.0% | -65.0% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling