+1.4%
QGEN vs SPY
+76.5%
-75.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | -3.8% | -0.4% | -3.5% | -3.7% |
| 30D | -3.1% | -1.4% | -1.7% | -2.3% |
| 3M | +13.6% | +3.7% | +9.9% | +11.3% |
| 6M | -1.0% | +13.0% | -14.0% | -7.5% |
| YTD | -4.6% | +12.4% | -17.0% | -10.9% |
| 1Y | -8.8% | +18.5% | -27.4% | -17.6% |
| All | +1.4% | +76.5% | -75.1% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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