+1,024.7%
XLE vs BIIB
+2,780.4%
-1,755.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.7% |
| 7D | +2.2% | +1.1% | +1.1% | +2.1% |
| 30D | +11.8% | +6.9% | +4.9% | +10.8% |
| 3M | +9.8% | +12.4% | -2.6% | +7.8% |
| 6M | +15.6% | +16.3% | -0.7% | +12.8% |
| YTD | +45.3% | +25.5% | +19.8% | +40.0% |
| 1Y | +48.3% | +57.8% | -9.5% | +38.5% |
| 3Y | +55.4% | -17.3% | +72.8% | +56.6% |
| 5Y | +216.1% | -33.8% | +249.9% | +222.9% |
| 10Y | +178.4% | -29.6% | +208.0% | +165.0% |
| All | +1,024.7% | +2,780.4% | -1,755.7% | +699.4% |
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