+263.7%
QCOM vs BIIB
-31.7%
+295.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.8% | +6.9% | +3.9% |
| 7D | +5.1% | -1.6% | +6.7% | +5.3% |
| 30D | +4.3% | +2.2% | +2.1% | +3.8% |
| 3M | -19.6% | +10.3% | -29.9% | -21.6% |
| 6M | +29.5% | +14.9% | +14.5% | +25.2% |
| YTD | +3.4% | +20.7% | -17.4% | -1.2% |
| 1Y | +10.9% | +50.3% | -39.4% | +1.4% |
| 3Y | +74.8% | -18.0% | +92.7% | +76.3% |
| 5Y | +36.2% | -33.9% | +70.1% | +40.4% |
| 10Y | +263.7% | -30.9% | +294.7% | +244.6% |
| All | +263.7% | -31.7% | +295.5% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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