+1,728.6%
QLD vs BDX
+56.2%
+1,672.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | +1.9% | -3.6% | +5.4% | +4.2% |
| 30D | -1.8% | +0.7% | -2.5% | -2.4% |
| 3M | -0.1% | +19.0% | -19.0% | -12.1% |
| 6M | +32.6% | +10.8% | +21.8% | +21.5% |
| YTD | +27.9% | +20.1% | +7.8% | +10.0% |
| 1Y | +40.3% | +23.1% | +17.2% | +17.8% |
| 3Y | +182.5% | -8.8% | +191.3% | +184.2% |
| 5Y | +122.5% | -1.4% | +123.9% | +107.1% |
| 10Y | +1,728.6% | +60.5% | +1,668.1% | +1,104.7% |
| All | +1,728.6% | +56.2% | +1,672.4% | +1,104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling