-28.3%
BIIB vs XPO
+1,516.3%
-1,544.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -1.7% | -5.7% | +4.0% | -0.8% |
| 30D | +4.0% | -12.8% | +16.8% | +6.1% |
| 3M | +8.6% | -20.0% | +28.6% | +12.2% |
| 6M | +14.0% | -6.0% | +20.0% | +14.4% |
| YTD | +23.4% | +34.0% | -10.7% | +16.5% |
| 1Y | +45.9% | +35.6% | +10.3% | +36.9% |
| 3Y | -16.1% | +152.3% | -168.4% | -31.4% |
| 5Y | -27.6% | +264.4% | -291.9% | -47.0% |
| All | -28.3% | +1,516.3% | -1,544.6% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling