-32.5%
BIIB vs RACE
+93.6%
-126.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | +6.9% | +0.8% | +6.1% | +6.6% |
| 3M | +12.4% | +17.2% | -4.7% | +7.9% |
| 6M | +16.3% | +13.6% | +2.7% | +12.0% |
| YTD | +25.5% | +12.2% | +13.3% | +20.9% |
| 1Y | +57.8% | -16.3% | +74.1% | +63.7% |
| 3Y | -17.3% | +36.4% | -53.8% | -29.6% |
| All | -32.5% | +93.6% | -126.1% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling