+34.0%
XHB vs BIIB
-28.1%
+62.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -4.6% | -1.7% | -3.0% | -4.2% |
| 30D | -9.1% | +4.0% | -13.1% | -10.1% |
| 3M | -8.6% | +8.6% | -17.2% | -11.1% |
| 6M | -4.0% | +14.0% | -18.0% | -8.5% |
| YTD | -3.9% | +23.4% | -27.3% | -10.9% |
| 1Y | -16.5% | +45.9% | -62.4% | -26.7% |
| 3Y | +22.6% | -16.1% | +38.7% | +23.4% |
| All | +34.0% | -28.1% | +62.1% | +35.8% |
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