+139.4%
QLD vs BMRN
-29.4%
+168.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | -4.2% | -6.0% | -9.2% |
| 30D | -26.1% | +1.5% | -27.6% | -26.5% |
| 3M | -17.8% | -8.8% | -8.9% | -16.0% |
| 6M | -15.6% | +2.6% | -18.2% | -17.6% |
| YTD | +5.4% | -5.7% | +11.1% | +5.6% |
| 1Y | +5.2% | +8.1% | -2.9% | -0.4% |
| 3Y | +139.4% | -26.5% | +165.9% | +158.1% |
| All | +139.4% | -29.4% | +168.9% | +158.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling