-18.0%
BIIB vs RRC
+32.7%
-50.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.7% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +2.2% | +9.4% | -7.2% | +0.7% |
| 3M | +10.3% | +7.4% | +2.9% | +8.9% |
| 6M | +14.9% | +1.5% | +13.5% | +14.1% |
| YTD | +20.7% | +19.4% | +1.4% | +16.4% |
| 1Y | +50.3% | +24.2% | +26.1% | +43.8% |
| 3Y | -18.0% | +32.8% | -50.7% | -23.4% |
| All | -18.0% | +32.7% | -50.7% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling