+38.5%
RIGL vs SPY
+322.5%
-283.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -1.2% |
| 7D | -2.9% | -0.8% | -2.2% | -2.0% |
| 30D | +12.8% | -1.1% | +13.9% | +14.3% |
| 3M | +47.3% | +3.9% | +43.4% | +39.7% |
| 6M | +73.4% | +13.6% | +59.8% | +46.3% |
| YTD | +10.3% | +12.7% | -2.4% | -6.0% |
| 1Y | +24.9% | +17.5% | +7.4% | +0.5% |
| 3Y | +321.8% | +76.9% | +244.9% | +102.5% |
| 5Y | +22.1% | +83.6% | -61.5% | -42.2% |
| All | +38.5% | +322.5% | -283.9% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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