-22.2%
RKT vs BIIB
-19.9%
-2.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.8% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +1.4% | +6.9% | -5.4% | +0.1% |
| 3M | +6.3% | +12.4% | -6.1% | +3.4% |
| 6M | -15.5% | +16.3% | -31.7% | -18.7% |
| YTD | -27.4% | +25.5% | -52.9% | -31.8% |
| 1Y | -26.6% | +57.8% | -84.4% | -34.8% |
| 3Y | +41.2% | -17.3% | +58.6% | +42.2% |
| 5Y | -6.4% | -33.8% | +27.4% | -5.4% |
| All | -22.2% | -19.9% | -2.3% | -19.3% |
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