+12.1%
QLD vs BDX
+47.9%
-35.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +12.5% | +1.0% | +11.5% | +12.6% |
| 30D | -15.7% | +15.1% | -30.8% | -14.3% |
| 3M | -11.9% | +18.2% | -30.1% | -10.2% |
| 6M | -10.3% | +48.1% | -58.4% | -7.5% |
| YTD | +15.6% | +44.1% | -28.5% | +21.9% |
| 1Y | +12.1% | +46.4% | -34.3% | +18.1% |
| All | +12.1% | +47.9% | -35.8% | +18.1% |
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