+1,564.8%
QQQ vs BMY
+194.0%
+1,370.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | -4.8% | +5.8% | +2.5% |
| 30D | -0.6% | -0.7% | 0.0% | -0.5% |
| 3M | +1.3% | +15.3% | -14.0% | -3.4% |
| 6M | +18.1% | +8.5% | +9.6% | +14.4% |
| YTD | +16.9% | +23.4% | -6.6% | +8.6% |
| 1Y | +24.0% | +42.9% | -18.9% | +9.6% |
| 3Y | +95.6% | +22.0% | +73.7% | +76.8% |
| 5Y | +94.5% | +24.3% | +70.2% | +72.9% |
| 10Y | +571.7% | +64.6% | +507.1% | +428.2% |
| All | +1,564.8% | +194.0% | +1,370.8% | +739.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling