+508.9%
XLP vs BIIB
+2,780.4%
-2,271.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -1.0% | +1.1% | -2.1% | -1.1% |
| 30D | -0.9% | +6.9% | -7.8% | -1.5% |
| 3M | +3.8% | +12.4% | -8.6% | +2.5% |
| 6M | -1.7% | +16.3% | -18.0% | -3.4% |
| YTD | +10.3% | +25.5% | -15.2% | +7.4% |
| 1Y | +7.8% | +57.8% | -50.0% | +2.6% |
| 3Y | +27.2% | -17.3% | +44.5% | +28.0% |
| 5Y | +32.5% | -33.8% | +66.3% | +34.7% |
| 10Y | +101.8% | -29.6% | +131.4% | +94.9% |
| All | +508.9% | +2,780.4% | -2,271.4% | +269.0% |
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