+108.1%
XLRE vs BIIB
-22.0%
+130.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -1.2% | -1.7% | +0.5% | -1.0% |
| 30D | -2.4% | +4.0% | -6.4% | -3.0% |
| 3M | -2.5% | +8.6% | -11.1% | -3.8% |
| 6M | +4.0% | +14.0% | -10.0% | +1.7% |
| YTD | +9.3% | +23.4% | -14.1% | +5.5% |
| 1Y | +5.6% | +45.9% | -40.3% | -0.6% |
| 3Y | +31.3% | -16.1% | +47.4% | +32.0% |
| 5Y | +9.5% | -27.6% | +37.1% | +10.6% |
| 10Y | +89.0% | -26.7% | +115.6% | +81.4% |
| All | +108.1% | -22.0% | +130.1% | +97.7% |
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