+176.0%
QLD vs BBIO
+167.2%
+8.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.0% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -1.8% | -10.1% | +8.3% | +0.7% |
| 3M | -0.1% | +12.4% | -12.5% | -3.4% |
| 6M | +32.6% | +15.9% | +16.7% | +26.6% |
| YTD | +27.9% | -0.5% | +28.4% | +26.1% |
| 1Y | +40.3% | +42.2% | -1.9% | +25.8% |
| All | +176.0% | +167.2% | +8.7% | +103.5% |
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