+9,127.5%
QLD vs BMRN
+380.7%
+8,746.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +2.9% | -2.3% | -0.9% |
| 30D | -0.1% | +11.0% | -11.2% | -5.7% |
| 3M | -8.4% | +17.8% | -26.2% | -16.6% |
| 6M | +32.2% | +10.1% | +22.1% | +23.3% |
| YTD | +28.9% | +11.9% | +17.0% | +18.7% |
| 1Y | +43.8% | +17.2% | +26.6% | +27.5% |
| 3Y | +176.6% | -28.5% | +205.1% | +203.7% |
| 5Y | +121.6% | -21.7% | +143.3% | +130.4% |
| 10Y | +1,652.9% | -30.5% | +1,683.4% | +1,714.9% |
| All | +9,127.5% | +380.7% | +8,746.8% | +2,686.0% |
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 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