+181.3%
XLE vs BIIB
-30.8%
+212.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | +0.3% | -5.4% | +5.7% | +1.0% |
| 30D | +8.5% | +1.7% | +6.8% | +8.2% |
| 3M | +14.6% | +5.8% | +8.8% | +13.5% |
| 6M | +17.6% | +11.9% | +5.6% | +15.4% |
| YTD | +48.1% | +19.7% | +28.3% | +43.8% |
| 1Y | +53.8% | +46.7% | +7.0% | +45.1% |
| 3Y | +56.2% | -18.6% | +74.8% | +57.0% |
| 5Y | +227.7% | -29.8% | +257.5% | +230.8% |
| 10Y | +181.3% | -28.8% | +210.1% | +167.1% |
| All | +181.3% | -30.8% | +212.1% | +167.1% |
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