+7,956.4%
QLD vs BMRN
+313.2%
+7,643.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.1% | +4.7% | +5.8% |
| 7D | -1.4% | -0.5% | -1.0% | -1.1% |
| 30D | -19.6% | +4.3% | -23.9% | -21.5% |
| 3M | -14.1% | -10.4% | -3.7% | -10.1% |
| 6M | -13.6% | +5.8% | -19.4% | -18.1% |
| YTD | +12.5% | -3.8% | +16.3% | +11.3% |
| 1Y | +13.1% | +11.1% | +2.0% | +2.7% |
| 3Y | +154.7% | -31.7% | +186.4% | +186.8% |
| 5Y | +81.1% | -30.9% | +112.0% | +101.0% |
| 10Y | +1,418.0% | -37.7% | +1,455.7% | +1,563.0% |
| All | +7,956.4% | +313.2% | +7,643.3% | +2,511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling