+6,966.6%
BIIB vs RRC
+1,636.3%
+5,330.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.5% |
| 7D | +1.1% | +1.3% | -0.2% | +0.9% |
| 30D | +6.9% | +10.1% | -3.2% | +5.7% |
| 3M | +12.4% | +4.0% | +8.4% | +11.8% |
| 6M | +16.3% | +1.6% | +14.7% | +15.8% |
| YTD | +25.5% | +19.7% | +5.8% | +22.6% |
| 1Y | +57.8% | +21.4% | +36.4% | +53.7% |
| 3Y | -17.3% | +29.7% | -47.0% | -20.9% |
| 5Y | -33.8% | +153.9% | -187.7% | -43.2% |
| 10Y | -29.6% | +10.8% | -40.4% | -41.0% |
| All | +6,966.6% | +1,636.3% | +5,330.3% | +3,918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling