+1,646.5%
QLD vs BMRN
-32.7%
+1,679.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.4% |
| 7D | +3.0% | -0.3% | +3.3% | +3.1% |
| 30D | -1.8% | +1.3% | -3.1% | -3.0% |
| 3M | -1.8% | +14.3% | -16.1% | -9.8% |
| 6M | +36.9% | +5.7% | +31.2% | +29.9% |
| YTD | +28.7% | +8.7% | +19.9% | +19.6% |
| 1Y | +41.9% | +14.6% | +27.3% | +26.1% |
| 3Y | +184.2% | -28.3% | +212.5% | +215.1% |
| 5Y | +122.1% | -15.7% | +137.9% | +120.4% |
| 10Y | +1,646.5% | -33.7% | +1,680.2% | +1,714.2% |
| All | +1,646.5% | -32.7% | +1,679.2% | +1,714.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 10y: compounded portfolio wealth divided by compounded BMRN 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…
10y analysis · Full analysis span regression · 6 months rolling