+7,443.4%
QLD vs BMRN
+304.8%
+7,138.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -10.3% | -4.2% | -6.0% | -8.2% |
| 30D | -26.1% | +1.5% | -27.6% | -26.8% |
| 3M | -17.8% | -8.8% | -8.9% | -14.7% |
| 6M | -15.6% | +2.6% | -18.2% | -18.8% |
| YTD | +5.4% | -5.7% | +11.1% | +5.2% |
| 1Y | +5.2% | +8.1% | -2.9% | -3.2% |
| 3Y | +139.4% | -26.5% | +165.9% | +158.0% |
| 5Y | +66.7% | -33.2% | +99.9% | +88.1% |
| 10Y | +1,422.1% | -31.7% | +1,453.7% | +1,490.2% |
| All | +7,443.4% | +304.8% | +7,138.6% | +2,369.1% |
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 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