-28.1%
BIIB vs RJF
+101.5%
-129.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | -4.0% | -4.2% | +0.1% | -3.0% |
| 30D | +5.7% | -3.6% | +9.3% | +6.6% |
| 3M | +10.9% | +15.6% | -4.7% | +6.5% |
| 6M | +14.3% | +17.6% | -3.3% | +9.1% |
| YTD | +22.4% | +9.2% | +13.2% | +18.8% |
| 1Y | +51.1% | +5.5% | +45.5% | +47.7% |
| 3Y | -16.8% | +70.3% | -87.1% | -31.7% |
| 5Y | -28.1% | +106.0% | -134.2% | -45.2% |
| All | -28.1% | +101.5% | -129.7% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling