+788.5%
XLK vs BIIB
-26.2%
+814.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | +0.2% | -1.7% | +1.9% | +0.5% |
| 30D | -0.6% | +4.0% | -4.6% | -1.4% |
| 3M | +2.6% | +8.6% | -6.0% | +0.6% |
| 6M | +34.0% | +14.0% | +20.0% | +29.9% |
| YTD | +30.7% | +23.4% | +7.3% | +24.6% |
| 1Y | +39.2% | +45.9% | -6.7% | +28.3% |
| 3Y | +120.4% | -16.1% | +136.6% | +121.8% |
| 5Y | +148.8% | -27.6% | +176.4% | +152.7% |
| All | +788.5% | -26.2% | +814.6% | +740.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling