-24.7%
QS vs BIIB
-19.0%
-5.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.3% |
| 7D | -4.2% | -5.4% | +1.1% | -2.3% |
| 30D | -15.7% | +1.7% | -17.4% | -16.3% |
| 3M | -28.7% | +5.8% | -34.5% | -31.4% |
| 6M | -23.2% | +11.9% | -35.2% | -28.7% |
| YTD | -49.9% | +19.7% | -69.6% | -55.7% |
| 1Y | -38.8% | +46.7% | -85.6% | -52.3% |
| All | -24.7% | -19.0% | -5.7% | -18.8% |
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