+6,966.6%
BIIB vs RVTY
+1,841.3%
+5,125.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +1.1% | +1.1% | 0.0% | +0.7% |
| 30D | +6.9% | +13.2% | -6.3% | +2.2% |
| 3M | +12.4% | +27.2% | -14.8% | +2.6% |
| 6M | +16.3% | +32.4% | -16.1% | +3.6% |
| YTD | +25.5% | +34.9% | -9.4% | +10.3% |
| 1Y | +57.8% | +52.4% | +5.4% | +32.5% |
| 3Y | -17.3% | +12.3% | -29.6% | -24.7% |
| 5Y | -33.8% | -30.8% | -3.0% | -30.1% |
| 10Y | -29.6% | +150.7% | -180.3% | -54.1% |
| All | +6,966.6% | +1,841.3% | +5,125.2% | +2,574.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling