+559.7%
XLP vs BIIB
+3,203.3%
-2,643.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +2.3% | +1.7% | +0.6% | +2.2% |
| 30D | +9.1% | +12.2% | -3.1% | +7.9% |
| 3M | +7.9% | +22.3% | -14.4% | +5.7% |
| 6M | +9.6% | +30.9% | -21.3% | +6.5% |
| YTD | +19.4% | +43.9% | -24.5% | +14.8% |
| 1Y | +22.4% | +62.1% | -39.7% | +16.2% |
| 3Y | +43.2% | +12.7% | +30.5% | +39.9% |
| 5Y | +42.6% | -5.1% | +47.7% | +40.0% |
| 10Y | +135.4% | -21.9% | +157.4% | +125.2% |
| All | +559.7% | +3,203.3% | -2,643.6% | +294.3% |
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