+241.5%
XME vs BIIB
+366.2%
-124.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +2.1% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | +3.6% | +2.2% | +1.4% | +3.0% |
| 3M | +1.2% | +10.3% | -9.1% | -2.0% |
| 6M | +9.0% | +14.9% | -5.9% | +4.0% |
| YTD | +15.9% | +20.7% | -4.8% | +8.7% |
| 1Y | +43.2% | +50.3% | -7.2% | +26.1% |
| 3Y | +137.4% | -18.0% | +155.3% | +142.1% |
| 5Y | +185.0% | -33.9% | +219.0% | +199.9% |
| 10Y | +409.5% | -30.9% | +440.4% | +343.9% |
| All | +241.5% | +366.2% | -124.7% | -15.4% |
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