-68.9%
XYZ vs BIIB
-33.3%
-35.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | -1.0% | +1.1% | -2.0% | -1.4% |
| 30D | -1.7% | +6.9% | -8.6% | -4.4% |
| 3M | +16.7% | +12.4% | +4.3% | +10.3% |
| 6M | +26.9% | +16.3% | +10.6% | +17.1% |
| YTD | +27.1% | +25.5% | +1.7% | +12.6% |
| 1Y | +9.3% | +57.8% | -48.5% | -13.9% |
| 3Y | +42.3% | -17.3% | +59.6% | +53.9% |
| All | -68.9% | -33.3% | -35.5% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling