+158.8%
XLB vs BIIB
-26.8%
+185.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.5% |
| 7D | -3.5% | -4.0% | +0.5% | -3.0% |
| 30D | -4.7% | +5.7% | -10.3% | -5.4% |
| 3M | +2.7% | +10.9% | -8.2% | +1.0% |
| 6M | +2.6% | +14.3% | -11.7% | +0.3% |
| YTD | +12.8% | +22.4% | -9.6% | +9.0% |
| 1Y | +14.0% | +51.1% | -37.1% | +6.7% |
| 3Y | +31.5% | -16.8% | +48.3% | +32.0% |
| 5Y | +33.4% | -28.1% | +61.6% | +34.4% |
| All | +158.8% | -26.8% | +185.6% | +146.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling