-28.3%
BIIB vs RRC
+4.9%
-33.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | +4.0% | +2.7% | +1.3% | +3.7% |
| 3M | +8.6% | +8.8% | -0.2% | +7.7% |
| 6M | +14.0% | -1.2% | +15.2% | +13.9% |
| YTD | +23.4% | +17.6% | +5.8% | +21.2% |
| 1Y | +45.9% | +18.4% | +27.5% | +43.0% |
| 3Y | -16.1% | +33.1% | -49.2% | -19.3% |
| 5Y | -27.6% | +148.2% | -175.7% | -35.5% |
| All | -28.3% | +4.9% | -33.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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