-22.1%
BIIB vs RVTY
+216.9%
-239.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +2.7% | +4.1% | -1.4% | +1.2% |
| 30D | +9.4% | +1.3% | +8.1% | +8.5% |
| 3M | +19.9% | +33.3% | -13.3% | +6.7% |
| 6M | +25.6% | +58.3% | -32.7% | +3.9% |
| YTD | +42.3% | +62.7% | -20.4% | +14.6% |
| 1Y | +55.1% | +67.2% | -12.1% | +23.3% |
| 3Y | +11.4% | +87.3% | -75.9% | -17.6% |
| 5Y | -7.4% | -13.4% | +6.1% | -9.1% |
| All | -22.1% | +216.9% | -239.0% | -57.3% |
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