+9,127.5%
QLD vs BDX
+461.5%
+8,665.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.7% |
| 7D | +0.6% | -2.5% | +3.1% | +2.8% |
| 30D | -0.1% | +8.3% | -8.4% | -7.2% |
| 3M | -8.4% | +24.4% | -32.8% | -26.3% |
| 6M | +32.2% | +9.2% | +23.0% | +18.4% |
| YTD | +28.9% | +22.7% | +6.2% | +2.6% |
| 1Y | +43.8% | +25.9% | +18.0% | +10.7% |
| 3Y | +176.6% | -10.5% | +187.1% | +175.0% |
| 5Y | +121.6% | +1.9% | +119.6% | +88.4% |
| 10Y | +1,652.9% | +58.7% | +1,594.2% | +738.0% |
| All | +9,127.5% | +461.5% | +8,665.9% | +977.9% |
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