+192.9%
XOM vs BIIB
-26.2%
+219.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -1.7% | +5.8% | +4.2% |
| 30D | +4.6% | +4.0% | +0.6% | +4.1% |
| 3M | +14.0% | +8.6% | +5.4% | +12.8% |
| 6M | +11.0% | +14.0% | -3.0% | +9.1% |
| YTD | +40.7% | +23.4% | +17.3% | +37.0% |
| 1Y | +52.3% | +45.9% | +6.4% | +45.5% |
| 3Y | +60.5% | -16.1% | +76.6% | +60.4% |
| 5Y | +266.4% | -27.6% | +294.0% | +267.5% |
| All | +192.9% | -26.2% | +219.1% | +179.9% |
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