-28.9%
RIG vs BIIB
-17.2%
-11.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.3% |
| 7D | -4.2% | -4.0% | -0.1% | -2.9% |
| 30D | -0.7% | +5.7% | -6.3% | -2.6% |
| 3M | -4.0% | +10.9% | -14.9% | -8.1% |
| 6M | -6.3% | +14.3% | -20.7% | -12.3% |
| YTD | +39.7% | +22.4% | +17.3% | +26.8% |
| 1Y | +78.1% | +51.1% | +27.0% | +47.3% |
| All | -28.9% | -17.2% | -11.8% | -34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling