+68.7%
XLC vs BIIB
-19.0%
+87.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.4% | -5.4% | +3.9% | -0.8% |
| 30D | -0.9% | +1.7% | -2.6% | -1.1% |
| 3M | -0.3% | +5.8% | -6.2% | -1.2% |
| 6M | -5.2% | +11.9% | -17.1% | -6.9% |
| YTD | -5.3% | +19.7% | -25.0% | -8.2% |
| 1Y | -2.8% | +46.7% | -49.6% | -9.1% |
| All | +68.7% | -19.0% | +87.6% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling