+153.8%
QLD vs BIIB
+13.5%
+140.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.6% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | -15.7% | +10.5% | -26.2% | -17.6% |
| 3M | -10.0% | +24.3% | -34.3% | -14.6% |
| 6M | -11.2% | +28.0% | -39.2% | -17.1% |
| YTD | +16.4% | +44.0% | -27.6% | +3.8% |
| 1Y | +12.7% | +58.8% | -46.1% | -3.0% |
| All | +153.8% | +13.5% | +140.3% | +116.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling