+558.6%
QQQ vs BMY
+63.7%
+494.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -0.6% | -4.8% | +4.2% | +0.5% |
| 30D | -1.2% | -0.1% | -1.1% | -1.3% |
| 3M | -0.2% | +13.1% | -13.3% | -3.3% |
| 6M | +17.9% | +8.4% | +9.5% | +15.1% |
| YTD | +16.6% | +22.0% | -5.3% | +10.5% |
| 1Y | +23.0% | +40.3% | -17.3% | +12.1% |
| 3Y | +92.9% | +20.5% | +72.4% | +80.4% |
| 5Y | +95.6% | +23.7% | +71.9% | +79.4% |
| All | +558.6% | +63.7% | +494.9% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 10y: compounded portfolio wealth divided by compounded BMY 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…
10y analysis · Full analysis span regression · 6 months rolling