+331.2%
RCL vs BIIB
-26.8%
+357.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -2.5% | -4.0% | +1.6% | -1.9% |
| 30D | -15.7% | +5.7% | -21.3% | -16.4% |
| 3M | -3.6% | +10.9% | -14.5% | -5.3% |
| 6M | -8.7% | +14.3% | -23.0% | -10.8% |
| YTD | -6.2% | +22.4% | -28.6% | -9.3% |
| 1Y | -22.9% | +51.1% | -73.9% | -27.8% |
| 3Y | +173.6% | -16.8% | +190.4% | +175.1% |
| 5Y | +226.6% | -28.1% | +254.7% | +228.0% |
| All | +331.2% | -26.8% | +357.9% | +319.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling