-43.5%
QS vs BIIB
-26.7%
-16.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +2.9% |
| 7D | +2.2% | -1.6% | +3.8% | +2.5% |
| 30D | -8.1% | +2.2% | -10.3% | -8.6% |
| 3M | -27.0% | +10.3% | -37.3% | -29.3% |
| 6M | -16.4% | +14.9% | -31.4% | -20.2% |
| YTD | -46.4% | +20.7% | -67.1% | -49.6% |
| 1Y | -41.1% | +50.3% | -91.4% | -47.7% |
| 3Y | -18.6% | -18.0% | -0.7% | -18.6% |
| 5Y | -73.0% | -33.9% | -39.1% | -73.6% |
| All | -43.5% | -26.7% | -16.8% | -58.3% |
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 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