+41.9%
QLD vs BDX
+21.6%
+20.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.3% |
| 7D | +3.0% | -4.3% | +7.3% | +2.7% |
| 30D | -1.8% | +1.3% | -3.1% | -1.7% |
| 3M | -1.8% | +20.2% | -22.0% | -1.4% |
| 6M | +36.9% | +8.6% | +28.3% | +40.8% |
| YTD | +28.7% | +19.0% | +9.7% | +31.1% |
| 1Y | +41.9% | +21.2% | +20.7% | +45.0% |
| All | +41.9% | +21.6% | +20.3% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling