-75.4%
QS vs BIIB
-28.2%
-47.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.7% |
| 7D | -5.0% | -4.0% | -0.9% | -3.4% |
| 30D | -18.3% | +5.7% | -24.0% | -20.3% |
| 3M | -26.0% | +10.9% | -36.9% | -30.5% |
| 6M | -24.0% | +14.3% | -38.4% | -30.2% |
| YTD | -50.3% | +22.4% | -72.7% | -56.3% |
| 1Y | -38.0% | +51.1% | -89.0% | -51.1% |
| 3Y | -24.6% | -16.8% | -7.8% | -22.7% |
| 5Y | -75.4% | -28.1% | -47.3% | -66.7% |
| All | -75.4% | -28.2% | -47.2% | -66.7% |
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 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