+47.7%
XYZ vs BIIB
-16.1%
+63.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | -1.0% | +1.1% | -2.0% | -1.2% |
| 30D | -1.7% | +6.9% | -8.6% | -3.3% |
| 3M | +16.7% | +12.4% | +4.3% | +13.0% |
| 6M | +26.9% | +16.3% | +10.6% | +21.0% |
| YTD | +27.1% | +25.5% | +1.7% | +18.2% |
| 1Y | +9.3% | +57.8% | -48.5% | -5.6% |
| All | +47.7% | -16.1% | +63.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling