-100.0%
QID vs BMRN
+335.2%
-435.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.3% |
| 7D | -1.9% | -3.8% | +1.9% | -3.8% |
| 30D | +1.7% | -6.5% | +8.2% | -1.5% |
| 3M | -3.9% | +11.2% | -15.1% | +1.4% |
| 6M | -30.0% | +5.8% | -35.8% | -27.5% |
| YTD | -28.2% | +8.4% | -36.6% | -24.6% |
| 1Y | -35.6% | +15.7% | -51.3% | -29.4% |
| 3Y | -74.3% | -28.6% | -45.7% | -76.4% |
| 5Y | -80.8% | -19.6% | -61.2% | -79.2% |
| 10Y | -99.2% | -31.5% | -67.7% | -98.9% |
| All | -100.0% | +335.2% | -435.2% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling