+142.5%
XLC vs BIIB
-22.8%
+165.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +1.0% | +6.9% | -5.8% | 0.0% |
| 3M | -0.7% | +12.4% | -13.1% | -2.8% |
| 6M | -5.1% | +16.3% | -21.4% | -7.9% |
| YTD | -4.3% | +25.5% | -29.8% | -8.5% |
| 1Y | -0.6% | +57.8% | -58.4% | -8.8% |
| 3Y | +72.7% | -17.3% | +90.0% | +74.4% |
| 5Y | +38.0% | -33.8% | +71.8% | +41.4% |
| All | +142.5% | -22.8% | +165.3% | +133.6% |
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