-22.4%
QGEN vs SPY
+81.0%
-103.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.6% |
| 7D | -3.8% | -0.4% | -3.5% | -3.6% |
| 30D | -3.1% | -1.4% | -1.7% | -2.2% |
| 3M | +13.6% | +3.7% | +9.9% | +11.0% |
| 6M | -1.0% | +13.0% | -14.0% | -8.2% |
| YTD | -4.6% | +12.4% | -17.0% | -11.5% |
| 1Y | -8.8% | +18.5% | -27.4% | -18.3% |
| 3Y | +3.6% | +77.6% | -74.0% | -29.9% |
| 5Y | -22.4% | +81.7% | -104.1% | -49.4% |
| All | -22.4% | +81.0% | -103.4% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling