-28.4%
QS vs BIIB
+55.8%
-84.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -0.7% | +6.9% | -7.6% | -1.9% |
| 3M | -39.6% | +12.4% | -52.1% | -41.7% |
| 6M | -21.7% | +16.3% | -38.0% | -25.7% |
| YTD | -47.4% | +25.5% | -72.9% | -53.2% |
| 1Y | -28.4% | +57.8% | -86.2% | -49.2% |
| All | -28.4% | +55.8% | -84.1% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling