+9,127.5%
QLD vs BIIB
+391.4%
+8,736.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.1% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | -0.1% | +6.9% | -7.0% | -3.3% |
| 3M | -8.4% | +12.4% | -20.8% | -14.5% |
| 6M | +32.2% | +16.3% | +15.9% | +20.5% |
| YTD | +28.9% | +25.5% | +3.4% | +12.5% |
| 1Y | +43.8% | +57.8% | -14.0% | +11.5% |
| 3Y | +176.6% | -17.3% | +193.9% | +184.3% |
| 5Y | +121.6% | -33.8% | +155.4% | +146.7% |
| 10Y | +1,652.9% | -29.6% | +1,682.5% | +1,423.1% |
| All | +9,127.5% | +391.4% | +8,736.1% | +1,489.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling