+402.6%
XME vs BIIB
-26.2%
+428.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.2% | -1.7% | -2.5% | -4.0% |
| 30D | -2.7% | +4.0% | -6.7% | -3.3% |
| 3M | -3.9% | +8.6% | -12.5% | -5.5% |
| 6M | -1.0% | +14.0% | -15.0% | -3.5% |
| YTD | +9.8% | +23.4% | -13.6% | +5.4% |
| 1Y | +32.5% | +45.9% | -13.3% | +23.5% |
| 3Y | +124.3% | -16.1% | +140.5% | +125.9% |
| 5Y | +165.8% | -27.6% | +193.4% | +168.7% |
| All | +402.6% | -26.2% | +428.8% | +380.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling