+12.1%
QLD vs BMRN
+3.2%
+8.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.4% |
| 7D | +12.5% | +1.0% | +11.5% | +12.4% |
| 30D | -15.7% | +4.3% | -20.0% | -15.9% |
| 3M | -11.9% | -19.3% | +7.4% | -10.7% |
| 6M | -10.3% | +7.2% | -17.5% | -11.9% |
| YTD | +15.6% | -4.6% | +20.2% | +15.9% |
| 1Y | +12.1% | +2.5% | +9.6% | +12.0% |
| All | +12.1% | +3.2% | +8.9% | +12.0% |
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