+122.1%
QLD vs BIIB
-35.6%
+157.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.8% | +3.6% | +1.3% |
| 7D | +3.0% | -1.6% | +4.6% | +3.6% |
| 30D | -1.8% | +2.2% | -4.0% | -2.8% |
| 3M | -1.8% | +10.3% | -12.1% | -6.8% |
| 6M | +36.9% | +14.9% | +21.9% | +26.8% |
| YTD | +28.7% | +20.7% | +7.9% | +15.8% |
| 1Y | +41.9% | +50.3% | -8.4% | +14.5% |
| 3Y | +184.2% | -18.0% | +202.2% | +195.3% |
| 5Y | +122.1% | -33.9% | +156.0% | +143.3% |
| All | +122.1% | -35.6% | +157.8% | +143.3% |
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 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