-100.0%
RCAT vs BIIB
+298.9%
-398.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.4% |
| 7D | -5.6% | +1.7% | -7.3% | -5.6% |
| 30D | -27.0% | +12.2% | -39.2% | -27.4% |
| 3M | -57.9% | +22.3% | -80.2% | -58.3% |
| 6M | -59.4% | +30.9% | -90.3% | -59.9% |
| YTD | -46.9% | +43.9% | -90.8% | -47.9% |
| 1Y | -54.0% | +62.1% | -116.1% | -55.2% |
| 3Y | +378.4% | +12.7% | +365.7% | +371.2% |
| 5Y | +61.9% | -5.1% | +67.0% | +59.9% |
| 10Y | -99.6% | -21.9% | -77.7% | -99.6% |
| All | -100.0% | +298.9% | -398.9% | -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