+146.0%
QLD vs BDX
+25.0%
+121.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.6% |
| 7D | +7.0% | +2.9% | +4.1% | +6.5% |
| 30D | -14.3% | +15.4% | -29.7% | -16.4% |
| 3M | -16.0% | +20.5% | -36.5% | -18.7% |
| 6M | -14.2% | +53.2% | -67.4% | -21.7% |
| YTD | +12.8% | +45.7% | -32.9% | +4.2% |
| 1Y | +14.1% | +47.3% | -33.2% | +5.0% |
| 3Y | +146.0% | +25.1% | +120.9% | +131.3% |
| All | +146.0% | +25.0% | +121.0% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling