+253.6%
XME vs BIIB
-20.7%
+274.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +0.3% | +2.0% | -1.7% | 0.0% |
| 30D | -6.1% | +8.8% | -15.0% | -7.4% |
| 3M | -18.6% | +20.3% | -38.9% | -20.9% |
| 6M | -23.9% | +23.9% | -47.8% | -26.6% |
| YTD | -9.3% | +44.0% | -53.3% | -15.0% |
| 1Y | +1.8% | +53.8% | -52.1% | -5.6% |
| 3Y | +93.0% | +13.8% | +79.2% | +85.6% |
| 5Y | +107.0% | -6.3% | +113.3% | +101.7% |
| All | +253.6% | -20.7% | +274.3% | +223.1% |
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