+139.4%
QLD vs BIIB
-0.5%
+139.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.1% |
| 7D | -10.3% | -2.1% | -8.2% | -9.7% |
| 30D | -26.1% | +11.8% | -37.9% | -28.0% |
| 3M | -17.8% | +20.4% | -38.1% | -21.3% |
| 6M | -15.6% | +30.2% | -45.8% | -21.7% |
| YTD | +5.4% | +41.1% | -35.7% | -5.4% |
| 1Y | +5.2% | +58.4% | -53.2% | -9.4% |
| 3Y | +139.4% | -0.1% | +139.6% | +117.0% |
| All | +139.4% | -0.5% | +139.9% | +117.0% |
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 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