+142.8%
XYL vs BIIB
-26.2%
+169.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +1.2% | -1.7% | +2.9% | +1.4% |
| 30D | -11.9% | +4.0% | -15.9% | -12.5% |
| 3M | -1.5% | +8.6% | -10.1% | -3.0% |
| 6M | -11.9% | +14.0% | -25.9% | -14.0% |
| YTD | -20.6% | +23.4% | -44.0% | -23.5% |
| 1Y | -23.5% | +45.9% | -69.4% | -28.3% |
| 3Y | +14.9% | -16.1% | +31.0% | +15.3% |
| 5Y | -15.3% | -27.6% | +12.3% | -14.7% |
| All | +142.8% | -26.2% | +169.0% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling