+513.3%
XRT vs BIIB
+384.5%
+128.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | -4.2% | +6.9% | -11.1% | -5.7% |
| 3M | +5.1% | +12.4% | -7.3% | +1.9% |
| 6M | +2.4% | +16.3% | -13.8% | -1.8% |
| YTD | +3.2% | +25.5% | -22.3% | -3.1% |
| 1Y | +1.5% | +57.8% | -56.3% | -9.8% |
| 3Y | +40.6% | -17.3% | +57.9% | +43.1% |
| 5Y | -1.0% | -33.8% | +32.8% | +3.6% |
| 10Y | +128.4% | -29.6% | +158.0% | +108.6% |
| All | +513.3% | +384.5% | +128.8% | +131.6% |
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 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