+40.9%
QSR vs BIIB
-28.1%
+69.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -4.0% | -1.7% | -2.3% | -3.7% |
| 30D | +2.8% | +4.0% | -1.2% | +1.9% |
| 3M | +5.1% | +8.6% | -3.5% | +3.2% |
| 6M | +8.8% | +14.0% | -5.2% | +5.5% |
| YTD | +14.8% | +23.4% | -8.6% | +9.2% |
| 1Y | +25.7% | +45.9% | -20.2% | +15.4% |
| 3Y | +27.5% | -16.1% | +43.7% | +27.8% |
| All | +40.9% | -28.1% | +69.0% | +40.7% |
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