-92.4%
RIGL vs SPY
+808.0%
-900.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.8% |
| 7D | +4.7% | +0.1% | +4.6% | +4.5% |
| 30D | +20.2% | +0.1% | +20.2% | +20.1% |
| 3M | +60.9% | +2.0% | +58.9% | +56.1% |
| 6M | +64.3% | +13.0% | +51.2% | +39.6% |
| YTD | +13.6% | +13.5% | +0.1% | -4.1% |
| 1Y | +21.3% | +20.0% | +1.3% | -5.0% |
| 3Y | +312.5% | +77.2% | +235.3% | +98.2% |
| 5Y | +20.2% | +81.9% | -61.7% | -42.6% |
| 10Y | +43.1% | +314.1% | -270.9% | -75.7% |
| All | -92.4% | +808.0% | -900.4% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling