+1,111.5%
XLI vs BIIB
+2,671.7%
-1,560.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | +1.0% | -1.6% | +2.6% | +1.2% |
| 30D | -5.8% | +2.2% | -8.0% | -6.2% |
| 3M | +0.7% | +10.3% | -9.6% | -1.1% |
| 6M | +3.2% | +14.9% | -11.8% | +0.5% |
| YTD | +13.0% | +20.7% | -7.7% | +9.1% |
| 1Y | +16.8% | +50.3% | -33.5% | +8.8% |
| 3Y | +72.4% | -18.0% | +90.4% | +74.2% |
| 5Y | +82.8% | -33.9% | +116.7% | +87.6% |
| 10Y | +252.4% | -30.9% | +283.4% | +234.3% |
| All | +1,111.5% | +2,671.7% | -1,560.2% | +643.6% |
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