-0.1%
XME vs BIIB
+63.0%
-63.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -5.5% |
| 7D | -10.5% | -2.3% | -8.2% | -10.5% |
| 30D | -16.5% | +9.4% | -25.9% | -16.6% |
| 3M | -19.2% | +18.1% | -37.2% | -19.2% |
| 6M | -23.8% | +29.0% | -52.8% | -23.9% |
| YTD | -12.6% | +38.6% | -51.2% | -12.7% |
| 1Y | -0.1% | +59.0% | -59.1% | -1.7% |
| All | -0.1% | +63.0% | -63.1% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling