-28.3%
BIIB vs RJF
+429.3%
-457.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.7% | -2.7% | +1.0% | -0.9% |
| 30D | +4.0% | -4.3% | +8.2% | +5.2% |
| 3M | +8.6% | +15.7% | -7.1% | +3.8% |
| 6M | +14.0% | +17.8% | -3.8% | +8.1% |
| YTD | +23.4% | +9.2% | +14.2% | +19.3% |
| 1Y | +45.9% | +2.8% | +43.1% | +43.3% |
| 3Y | -16.1% | +69.5% | -85.6% | -30.8% |
| 5Y | -27.6% | +105.9% | -133.5% | -44.8% |
| All | -28.3% | +429.3% | -457.5% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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