-2.7%
XLC vs BIIB
+55.0%
-57.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +3.1% | +2.7% | +0.4% | +3.0% |
| 30D | -4.2% | +9.4% | -13.6% | -4.4% |
| 3M | -2.1% | +19.9% | -22.1% | -2.6% |
| 6M | -6.6% | +25.6% | -32.3% | -7.2% |
| YTD | -7.8% | +42.3% | -50.1% | -9.5% |
| All | -2.7% | +55.0% | -57.7% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling