+257.2%
XOM vs BIIB
-28.1%
+285.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +4.1% | -1.7% | +5.8% | +4.3% |
| 30D | +4.6% | +4.0% | +0.6% | +4.0% |
| 3M | +14.0% | +8.6% | +5.4% | +12.6% |
| 6M | +11.0% | +14.0% | -3.0% | +8.7% |
| YTD | +40.7% | +23.4% | +17.3% | +36.0% |
| 1Y | +52.3% | +45.9% | +6.4% | +43.5% |
| 3Y | +60.5% | -16.1% | +76.6% | +59.4% |
| All | +257.2% | -28.1% | +285.3% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling