+146.0%
QLD vs BMRN
-31.2%
+177.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.7% |
| 7D | +7.0% | +2.1% | +4.9% | +6.4% |
| 30D | -14.3% | +3.8% | -18.1% | -15.3% |
| 3M | -16.0% | -16.5% | +0.5% | -11.8% |
| 6M | -14.2% | +6.9% | -21.1% | -17.4% |
| YTD | +12.8% | -3.7% | +16.5% | +12.3% |
| 1Y | +14.1% | +5.6% | +8.5% | +9.1% |
| 3Y | +146.0% | -31.4% | +177.3% | +175.6% |
| All | +146.0% | -31.2% | +177.2% | +175.6% |
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