+998.7%
XLE vs BIIB
+3,203.3%
-2,204.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -6.7% | +1.7% | -8.4% | -6.9% |
| 30D | -4.4% | +12.2% | -16.6% | -5.9% |
| 3M | +4.0% | +22.3% | -18.3% | +1.1% |
| 6M | +13.2% | +30.9% | -17.8% | +8.7% |
| YTD | +41.9% | +43.9% | -2.0% | +34.2% |
| 1Y | +41.6% | +62.1% | -20.4% | +31.8% |
| 3Y | +64.0% | +12.7% | +51.3% | +58.6% |
| 5Y | +158.1% | -5.1% | +163.2% | +151.5% |
| 10Y | +163.9% | -21.9% | +185.9% | +147.9% |
| All | +998.7% | +3,203.3% | -2,204.5% | +666.1% |
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 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