+124.6%
XLP vs BIIB
-14.6%
+139.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | +0.7% | -2.1% | +2.8% | +1.0% |
| 30D | +10.3% | +11.8% | -1.5% | +8.9% |
| 3M | +6.5% | +20.4% | -13.9% | +4.4% |
| 6M | +8.4% | +30.2% | -21.9% | +5.1% |
| YTD | +18.2% | +41.1% | -22.9% | +13.4% |
| 1Y | +22.4% | +58.4% | -36.0% | +16.0% |
| 3Y | +41.9% | -0.1% | +42.0% | +39.7% |
| 5Y | +40.9% | -10.9% | +51.7% | +38.7% |
| All | +124.6% | -14.6% | +139.1% | +113.8% |
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