+536.2%
XRT vs BIIB
+449.5%
+86.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.6% |
| 7D | -0.4% | +2.7% | -3.1% | -1.0% |
| 30D | +7.5% | +9.4% | -1.9% | +5.3% |
| 3M | +2.3% | +19.9% | -17.6% | -1.9% |
| 6M | +12.8% | +25.6% | -12.8% | +6.5% |
| YTD | +7.1% | +42.3% | -35.3% | -2.4% |
| 1Y | +12.3% | +55.1% | -42.9% | +0.3% |
| 3Y | +57.0% | +11.4% | +45.6% | +49.4% |
| 5Y | -4.3% | -7.4% | +3.1% | -7.0% |
| 10Y | +136.7% | -21.5% | +158.2% | +111.5% |
| All | +536.2% | +449.5% | +86.7% | +133.3% |
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