+2,245.5%
QGEN vs SPY
+1,822.1%
+423.3%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +3.6% | +0.1% | +3.6% | +3.6% |
| 3M | +16.8% | +2.0% | +14.8% | +14.8% |
| 6M | -6.4% | +13.0% | -19.5% | -15.2% |
| YTD | -2.5% | +13.5% | -16.0% | -12.2% |
| 1Y | -6.8% | +20.0% | -26.7% | -19.8% |
| 3Y | -1.3% | +77.2% | -78.4% | -38.7% |
| 5Y | -22.3% | +81.9% | -104.2% | -53.4% |
| 10Y | +65.6% | +314.1% | -248.4% | -54.5% |
| All | +2,245.5% | +1,822.1% | +423.3% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling