+225.7%
XLE vs BIIB
-35.6%
+261.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.6% |
| 7D | 0.0% | -1.6% | +1.6% | +0.2% |
| 30D | +12.6% | +2.2% | +10.5% | +12.2% |
| 3M | +11.8% | +10.3% | +1.5% | +9.9% |
| 6M | +16.1% | +14.9% | +1.1% | +13.1% |
| YTD | +46.9% | +20.7% | +26.1% | +41.6% |
| 1Y | +53.3% | +50.3% | +2.9% | +42.3% |
| 3Y | +54.9% | -18.0% | +72.9% | +54.2% |
| 5Y | +225.7% | -33.9% | +259.6% | +231.0% |
| All | +225.7% | -35.6% | +261.3% | +231.0% |
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