-18.6%
BIIB vs XPO
+153.8%
-172.4%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.5% |
| 7D | -5.4% | -0.9% | -4.4% | -5.3% |
| 30D | +1.7% | -8.1% | +9.8% | +2.6% |
| 3M | +5.8% | -19.0% | +24.9% | +8.2% |
| 6M | +11.9% | -5.2% | +17.1% | +12.1% |
| YTD | +19.7% | +35.6% | -15.8% | +14.9% |
| 1Y | +46.7% | +41.1% | +5.6% | +39.7% |
| All | -18.6% | +153.8% | -172.4% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling