-81.0%
QID vs BIIB
-28.1%
-53.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.5% |
| 7D | +1.3% | -1.7% | +2.9% | +0.6% |
| 30D | +2.9% | +4.0% | -1.0% | +4.6% |
| 3M | -0.7% | +8.6% | -9.3% | +2.7% |
| 6M | -29.7% | +14.0% | -43.7% | -25.3% |
| YTD | -27.9% | +23.4% | -51.3% | -20.2% |
| 1Y | -34.6% | +45.9% | -80.5% | -21.5% |
| 3Y | -73.5% | -16.1% | -57.4% | -74.1% |
| All | -81.0% | -28.1% | -53.0% | -81.0% |
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