+45.8%
RIGL vs SPY
+72.1%
-26.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.2% |
| 7D | +12.1% | +2.6% | +9.5% | +8.6% |
| 30D | -5.0% | -2.0% | -3.1% | -2.1% |
| 3M | +9.0% | -2.8% | +11.8% | +13.4% |
| 6M | +38.4% | +2.1% | +36.2% | +34.7% |
| YTD | +3.8% | +11.5% | -7.7% | -10.1% |
| 1Y | +11.5% | +13.5% | -2.0% | -5.8% |
| 3Y | +455.7% | +77.7% | +378.1% | +161.0% |
| All | +45.8% | +72.1% | -26.3% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling