+304.8%
RL vs BIIB
-30.8%
+335.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.5% |
| 30D | -17.5% | +1.7% | -19.3% | -17.8% |
| 3M | -14.0% | +5.8% | -19.8% | -14.9% |
| 6M | -2.0% | +11.9% | -13.9% | -3.9% |
| YTD | -4.6% | +19.7% | -24.3% | -7.6% |
| 1Y | +9.5% | +46.7% | -37.2% | +2.9% |
| 3Y | +200.5% | -18.6% | +219.1% | +202.4% |
| 5Y | +226.3% | -29.8% | +256.1% | +227.4% |
| 10Y | +304.8% | -28.8% | +333.6% | +275.4% |
| All | +304.8% | -30.8% | +335.6% | +275.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling