-20.3%
BIIB vs RACE
+738.3%
-758.6%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +2.0% | +2.4% |
| 7D | +2.4% | +3.9% | -1.6% | +1.2% |
| 30D | +12.9% | +7.4% | +5.5% | +10.5% |
| 3M | +22.6% | +1.6% | +21.0% | +21.8% |
| 6M | +31.7% | +23.3% | +8.4% | +23.1% |
| YTD | +44.8% | +14.7% | +30.2% | +37.5% |
| 1Y | +63.9% | +2.5% | +61.4% | +60.9% |
| 3Y | +13.5% | +28.0% | -14.5% | -0.5% |
| 5Y | -5.6% | +69.8% | -75.4% | -26.9% |
| 10Y | -20.3% | +734.9% | -755.2% | -49.3% |
| All | -20.3% | +738.3% | -758.6% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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