+40.7%
XLC vs BIIB
-7.5%
+48.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +3.7% | +2.0% | +1.7% | +3.4% |
| 30D | -1.9% | +8.8% | -10.8% | -3.5% |
| 3M | -3.1% | +20.3% | -23.4% | -6.5% |
| 6M | -6.4% | +23.9% | -30.3% | -10.5% |
| YTD | -6.8% | +44.0% | -50.8% | -14.1% |
| 1Y | -1.7% | +53.8% | -55.5% | -10.8% |
| 3Y | +64.7% | +13.8% | +50.8% | +56.9% |
| All | +40.7% | -7.5% | +48.1% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling