+6,700.0%
BIIB vs RJF
+22,176.5%
-15,476.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | -1.6% | +1.8% | -3.4% | -2.2% |
| 30D | +2.2% | 0.0% | +2.2% | +2.2% |
| 3M | +10.3% | +18.0% | -7.6% | +4.4% |
| 6M | +14.9% | +17.0% | -2.0% | +8.8% |
| YTD | +20.7% | +11.1% | +9.6% | +15.8% |
| 1Y | +50.3% | +8.0% | +42.4% | +45.2% |
| 3Y | -18.0% | +73.3% | -91.2% | -33.2% |
| 5Y | -33.9% | +107.4% | -141.3% | -50.2% |
| 10Y | -30.9% | +428.5% | -459.4% | -64.0% |
| All | +6,700.0% | +22,176.5% | -15,476.5% | +642.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling