+661.8%
QLD vs BBIO
+148.5%
+513.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | +1.9% | -0.5% | +2.4% | +2.0% |
| 30D | -1.8% | -10.1% | +8.3% | +0.1% |
| 3M | -0.1% | +12.4% | -12.5% | -2.6% |
| 6M | +32.6% | +15.9% | +16.7% | +28.1% |
| YTD | +27.9% | -0.5% | +28.4% | +26.6% |
| 1Y | +40.3% | +42.2% | -1.9% | +29.4% |
| 3Y | +182.5% | +167.8% | +14.7% | +123.9% |
| 5Y | +122.5% | +49.6% | +73.0% | +45.2% |
| All | +661.8% | +148.5% | +513.2% | +288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling