+9.1%
XLF vs BIIB
+55.8%
-46.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.9% | -0.7% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +0.2% | +6.9% | -6.7% | -0.2% |
| 3M | +11.7% | +12.4% | -0.7% | +10.7% |
| 6M | +13.8% | +16.3% | -2.5% | +12.2% |
| YTD | +7.0% | +25.5% | -18.5% | +4.6% |
| 1Y | +9.1% | +57.8% | -48.7% | +4.9% |
| All | +9.1% | +55.8% | -46.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling