+67.2%
QLD vs BIIB
-11.1%
+78.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +1.9% |
| 7D | -10.3% | -2.1% | -8.2% | -9.4% |
| 30D | -26.1% | +11.8% | -37.9% | -29.3% |
| 3M | -17.8% | +20.4% | -38.1% | -23.7% |
| 6M | -15.6% | +30.2% | -45.8% | -25.3% |
| YTD | +5.4% | +41.1% | -35.7% | -10.9% |
| 1Y | +5.2% | +58.4% | -53.2% | -15.9% |
| 3Y | +139.4% | -0.1% | +139.6% | +129.3% |
| All | +67.2% | -11.1% | +78.3% | +72.6% |
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