+820.5%
XLB vs BIIB
+2,780.4%
-1,959.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | -0.4% | +6.9% | -7.3% | -1.3% |
| 3M | +2.0% | +12.4% | -10.4% | +0.1% |
| 6M | +1.8% | +16.3% | -14.4% | -0.7% |
| YTD | +16.6% | +25.5% | -8.9% | +12.4% |
| 1Y | +16.9% | +57.8% | -40.9% | +9.0% |
| 3Y | +32.6% | -17.3% | +49.9% | +33.9% |
| 5Y | +35.6% | -33.8% | +69.5% | +39.2% |
| 10Y | +160.0% | -29.6% | +189.6% | +147.9% |
| All | +820.5% | +2,780.4% | -1,959.9% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling