+30.9%
QCOM vs BIIB
-33.3%
+64.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +3.3% | +1.1% | +2.3% | +3.0% |
| 30D | +7.7% | +6.9% | +0.8% | +5.9% |
| 3M | -30.1% | +12.4% | -42.5% | -32.6% |
| 6M | +22.8% | +16.3% | +6.6% | +17.1% |
| YTD | +0.2% | +25.5% | -25.3% | -6.8% |
| 1Y | +7.9% | +57.8% | -49.9% | -6.1% |
| 3Y | +55.8% | -17.3% | +73.2% | +56.1% |
| All | +30.9% | -33.3% | +64.2% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling