+633.7%
XLU vs BIIB
+2,710.0%
-2,076.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.2% |
| 7D | -1.2% | -4.0% | +2.9% | -0.8% |
| 30D | -2.5% | +5.7% | -8.2% | -3.1% |
| 3M | -2.7% | +10.9% | -13.7% | -3.8% |
| 6M | -7.5% | +14.3% | -21.8% | -8.9% |
| YTD | +0.9% | +22.4% | -21.5% | -1.4% |
| 1Y | +3.3% | +51.1% | -47.8% | -1.2% |
| 3Y | +47.3% | -16.8% | +64.1% | +48.1% |
| 5Y | +44.4% | -28.1% | +72.6% | +45.6% |
| 10Y | +140.8% | -27.2% | +168.0% | +132.0% |
| All | +633.7% | +2,710.0% | -2,076.3% | +401.4% |
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