+152.0%
QQQM vs BDX
+8.3%
+143.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | 0.0% |
| 30D | -1.2% | -2.5% | +1.3% | -0.8% |
| 3M | -0.1% | +21.4% | -21.5% | -4.2% |
| 6M | +18.0% | +10.4% | +7.5% | +15.4% |
| YTD | +16.7% | +18.8% | -2.1% | +12.0% |
| 1Y | +23.0% | +21.7% | +1.4% | +17.2% |
| 3Y | +93.3% | -10.0% | +103.3% | +96.8% |
| 5Y | +96.3% | -1.8% | +98.1% | +92.7% |
| All | +152.0% | +8.3% | +143.8% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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