+432.8%
XYL vs BIIB
+124.3%
+308.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.8% |
| 7D | -5.0% | +1.1% | -6.1% | -5.2% |
| 30D | -13.2% | +6.9% | -20.1% | -14.1% |
| 3M | -3.7% | +12.4% | -16.1% | -5.7% |
| 6M | -17.7% | +16.3% | -34.0% | -20.0% |
| YTD | -21.5% | +25.5% | -47.0% | -24.8% |
| 1Y | -24.5% | +57.8% | -82.3% | -30.4% |
| 3Y | +6.9% | -17.3% | +24.3% | +7.9% |
| 5Y | -18.1% | -33.8% | +15.7% | -16.0% |
| 10Y | +134.7% | -29.6% | +164.3% | +121.7% |
| All | +432.8% | +124.3% | +308.5% | +259.8% |
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