-98.5%
RCAT vs BIIB
-30.8%
-67.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.8% | -5.7% | -6.3% |
| 7D | -2.3% | -5.4% | +3.1% | -1.0% |
| 30D | -18.7% | +1.7% | -20.4% | -19.1% |
| 3M | -29.3% | +5.8% | -35.1% | -30.7% |
| 6M | -42.3% | +11.9% | -54.3% | -44.6% |
| YTD | +2.5% | +19.7% | -17.2% | -4.1% |
| 1Y | -5.7% | +46.7% | -52.4% | -16.5% |
| 3Y | +764.9% | -18.6% | +783.5% | +776.2% |
| 5Y | +182.3% | -29.8% | +212.1% | +191.0% |
| 10Y | -98.5% | -28.8% | -69.7% | -98.9% |
| All | -98.5% | -30.8% | -67.7% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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