+141.3%
XLC vs BIIB
-24.7%
+166.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | -1.7% | -4.0% | +2.4% | -1.0% |
| 30D | +0.2% | +5.7% | -5.5% | -0.7% |
| 3M | +0.7% | +10.9% | -10.2% | -1.3% |
| 6M | -4.5% | +14.3% | -18.8% | -7.0% |
| YTD | -4.7% | +22.4% | -27.1% | -8.6% |
| 1Y | -1.5% | +51.1% | -52.6% | -9.0% |
| 3Y | +72.2% | -16.8% | +89.1% | +73.7% |
| 5Y | +39.3% | -28.1% | +67.5% | +41.2% |
| All | +141.3% | -24.7% | +166.0% | +133.3% |
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