+8,008.8%
BIIB vs RVTY
+2,202.7%
+5,806.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.8% |
| 7D | +2.0% | -0.5% | +2.5% | +2.2% |
| 30D | +8.8% | +1.5% | +7.3% | +7.9% |
| 3M | +20.3% | +31.5% | -11.2% | +8.2% |
| 6M | +23.9% | +62.7% | -38.8% | +2.7% |
| YTD | +44.0% | +60.0% | -16.0% | +18.3% |
| 1Y | +53.8% | +65.7% | -11.9% | +24.7% |
| 3Y | +13.8% | +85.2% | -71.4% | -13.1% |
| 5Y | -6.3% | -14.9% | +8.6% | -8.7% |
| 10Y | -20.6% | +211.9% | -232.5% | -52.5% |
| All | +8,008.8% | +2,202.7% | +5,806.1% | +2,767.2% |
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