+46.3%
XLU vs BIIB
-16.5%
+62.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | -3.3% | +4.0% | -7.3% | -3.7% |
| 3M | -3.2% | +8.6% | -11.8% | -4.1% |
| 6M | -7.0% | +14.0% | -21.0% | -8.5% |
| YTD | +0.6% | +23.4% | -22.8% | -2.3% |
| 1Y | +2.4% | +45.9% | -43.5% | -3.4% |
| 3Y | +46.3% | -16.1% | +62.4% | +56.5% |
| All | +46.3% | -16.5% | +62.8% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling