-100.0%
RCAT vs BIIB
+301.4%
-401.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.6% | +8.8% | +11.3% |
| 7D | +1.1% | +2.4% | -1.2% | +1.1% |
| 30D | -22.0% | +12.9% | -34.9% | -22.4% |
| 3M | -51.1% | +22.6% | -73.7% | -51.6% |
| 6M | -56.6% | +31.7% | -88.4% | -57.2% |
| YTD | -43.3% | +44.8% | -88.1% | -44.4% |
| 1Y | -51.5% | +63.9% | -115.4% | -52.8% |
| 3Y | +411.4% | +13.5% | +397.9% | +403.5% |
| 5Y | +74.4% | -5.6% | +80.0% | +72.2% |
| 10Y | -99.6% | -20.3% | -79.3% | -99.6% |
| All | -100.0% | +301.4% | -401.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling