+412.9%
XLF vs BIIB
+2,648.7%
-2,235.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -1.0% | -5.4% | +4.3% | -0.1% |
| 30D | -1.3% | +1.7% | -3.0% | -1.6% |
| 3M | +9.1% | +5.8% | +3.3% | +7.7% |
| 6M | +14.4% | +11.9% | +2.4% | +11.5% |
| YTD | +5.1% | +19.7% | -14.7% | +1.0% |
| 1Y | +8.6% | +46.7% | -38.1% | +0.5% |
| 3Y | +74.4% | -18.6% | +93.1% | +76.9% |
| 5Y | +64.4% | -29.8% | +94.2% | +67.8% |
| 10Y | +251.6% | -28.8% | +280.4% | +227.2% |
| All | +412.9% | +2,648.7% | -2,235.7% | +153.1% |
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