-28.3%
BIIB vs RVTY
+145.6%
-173.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | -1.7% | -4.5% | +2.9% | +0.1% |
| 30D | +4.0% | +5.5% | -1.5% | +1.7% |
| 3M | +8.6% | +22.5% | -13.9% | -0.1% |
| 6M | +14.0% | +38.9% | -24.9% | -1.2% |
| YTD | +23.4% | +28.7% | -5.4% | +9.2% |
| 1Y | +45.9% | +45.5% | +0.4% | +22.3% |
| 3Y | -16.1% | +16.4% | -32.5% | -25.4% |
| 5Y | -27.6% | -32.7% | +5.2% | -21.2% |
| All | -28.3% | +145.6% | -173.9% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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