-10.1%
BIIB vs RACE
+658.9%
-669.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -2.1% | +5.1% | -7.2% | -3.5% |
| 30D | +11.8% | +7.7% | +4.1% | +9.3% |
| 3M | +20.4% | +2.2% | +18.2% | +19.5% |
| 6M | +30.2% | +23.8% | +6.5% | +21.6% |
| YTD | +41.1% | +13.9% | +27.2% | +34.2% |
| 1Y | +58.4% | +3.8% | +54.7% | +54.8% |
| 3Y | -0.1% | +28.0% | -28.2% | -12.2% |
| 5Y | -10.9% | +64.9% | -75.8% | -29.8% |
| 10Y | -10.3% | +780.4% | -790.7% | -57.4% |
| All | -10.1% | +658.9% | -669.0% | -58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling