+41.9%
QLD vs BMRN
+12.4%
+29.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.1% |
| 7D | +3.0% | -0.3% | +3.3% | +3.0% |
| 30D | -1.8% | +1.3% | -3.1% | -2.0% |
| 3M | -1.8% | +14.3% | -16.1% | -3.5% |
| 6M | +36.9% | +5.7% | +31.2% | +36.2% |
| YTD | +28.7% | +8.7% | +19.9% | +27.4% |
| 1Y | +41.9% | +14.6% | +27.3% | +37.8% |
| All | +41.9% | +12.4% | +29.5% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling