+3,370.2%
XOM vs BIIB
+6,924.3%
-3,554.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.1% | +2.3% |
| 7D | 0.0% | -5.4% | +5.4% | +0.4% |
| 30D | +3.4% | +1.7% | +1.7% | +3.3% |
| 3M | +11.0% | +5.8% | +5.2% | +10.4% |
| 6M | +10.6% | +11.9% | -1.3% | +9.5% |
| YTD | +39.2% | +19.7% | +19.5% | +37.0% |
| 1Y | +52.7% | +46.7% | +6.0% | +48.1% |
| 3Y | +56.8% | -18.6% | +75.4% | +57.5% |
| 5Y | +261.8% | -29.8% | +291.6% | +264.3% |
| 10Y | +191.3% | -28.8% | +220.1% | +184.3% |
| All | +3,370.2% | +6,924.3% | -3,554.1% | +2,712.7% |
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