+119.9%
XRT vs BIIB
-26.8%
+146.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -3.6% | -4.0% | +0.5% | -2.9% |
| 30D | -6.7% | +5.7% | -12.4% | -7.6% |
| 3M | -1.4% | +10.9% | -12.3% | -3.5% |
| 6M | +1.7% | +14.3% | -12.6% | -1.3% |
| YTD | -1.5% | +22.4% | -23.9% | -5.8% |
| 1Y | -2.5% | +51.1% | -53.5% | -10.5% |
| 3Y | +39.9% | -16.8% | +56.7% | +41.2% |
| 5Y | -2.6% | -28.1% | +25.5% | -1.3% |
| All | +119.9% | -26.8% | +146.7% | +108.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling