+1,106.7%
XLY vs BIIB
+2,732.4%
-1,625.7%
-59.0%
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 | -1.7% | -1.7% | 0.0% | -1.5% |
| 30D | -4.2% | +4.0% | -8.1% | -4.8% |
| 3M | -2.7% | +8.6% | -11.3% | -4.2% |
| 6M | -0.6% | +14.0% | -14.6% | -3.1% |
| YTD | -5.0% | +23.4% | -28.4% | -8.8% |
| 1Y | -4.1% | +45.9% | -50.0% | -10.5% |
| 3Y | +33.6% | -16.1% | +49.7% | +34.8% |
| 5Y | +28.7% | -27.6% | +56.3% | +30.9% |
| 10Y | +219.6% | -26.7% | +246.3% | +201.9% |
| All | +1,106.7% | +2,732.4% | -1,625.7% | +536.6% |
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