+48.4%
QCOM vs BIIB
+13.5%
+34.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.9% |
| 7D | +4.3% | +2.0% | +2.2% | +3.7% |
| 30D | -0.1% | +8.8% | -8.9% | -2.2% |
| 3M | +5.2% | +20.3% | -15.1% | +0.4% |
| 6M | -18.4% | +23.9% | -42.2% | -23.2% |
| YTD | +2.4% | +44.0% | -41.6% | -8.6% |
| 1Y | +0.9% | +53.8% | -52.9% | -12.0% |
| 3Y | +48.4% | +13.8% | +34.5% | +25.4% |
| All | +48.4% | +13.5% | +34.9% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling