+2.0%
RDW vs BIIB
-19.4%
+21.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.9% | -1.7% | +2.5% | +1.1% |
| 30D | -21.3% | +4.0% | -25.2% | -21.8% |
| 3M | -37.9% | +8.6% | -46.5% | -38.9% |
| 6M | +12.3% | +14.0% | -1.7% | +9.0% |
| YTD | +39.7% | +23.4% | +16.3% | +33.3% |
| 1Y | +25.7% | +45.9% | -20.2% | +15.8% |
| 3Y | +230.8% | -16.1% | +247.0% | +227.2% |
| 5Y | -8.8% | -27.6% | +18.8% | -12.1% |
| All | +2.0% | -19.4% | +21.4% | -2.5% |
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 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