+146.0%
QLD vs BBIO
+187.2%
-41.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.6% | -2.5% |
| 7D | +7.0% | +5.4% | +1.6% | +5.6% |
| 30D | -14.3% | +20.6% | -34.9% | -18.2% |
| 3M | -16.0% | -3.6% | -12.4% | -15.4% |
| 6M | -14.2% | +14.1% | -28.4% | -17.6% |
| YTD | +12.8% | +2.4% | +10.4% | +10.2% |
| 1Y | +14.1% | +20.4% | -6.3% | +6.9% |
| 3Y | +146.0% | +184.5% | -38.6% | +81.3% |
| All | +146.0% | +187.2% | -41.3% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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