+332.4%
RCL vs BIIB
-28.4%
+360.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.7% |
| 7D | -2.2% | -5.4% | +3.2% | -1.4% |
| 30D | -15.7% | +1.7% | -17.4% | -15.9% |
| 3M | -8.0% | +5.8% | -13.8% | -8.9% |
| 6M | -10.1% | +11.9% | -22.1% | -12.0% |
| YTD | -5.9% | +19.7% | -25.6% | -8.8% |
| 1Y | -23.5% | +46.7% | -70.2% | -28.1% |
| 3Y | +174.4% | -18.6% | +193.0% | +176.8% |
| 5Y | +227.1% | -29.8% | +256.9% | +229.8% |
| All | +332.4% | -28.4% | +360.8% | +322.1% |
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