+7,443.4%
QLD vs BDX
+547.8%
+6,895.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.2% |
| 7D | -10.3% | +7.1% | -17.3% | -15.8% |
| 30D | -26.1% | +17.6% | -43.7% | -36.4% |
| 3M | -17.8% | +20.4% | -38.1% | -31.1% |
| 6M | -15.6% | +48.3% | -63.8% | -43.2% |
| YTD | +5.4% | +41.6% | -36.2% | -26.9% |
| 1Y | +5.2% | +55.7% | -50.5% | -33.6% |
| 3Y | +139.4% | +10.6% | +128.8% | +93.5% |
| 5Y | +66.7% | +24.0% | +42.7% | +17.2% |
| 10Y | +1,422.1% | +84.8% | +1,337.2% | +528.5% |
| All | +7,443.4% | +547.8% | +6,895.6% | +668.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling