+221.9%
RL vs BIIB
-11.1%
+233.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | -4.2% | -2.1% | -2.1% | -3.6% |
| 30D | +4.3% | +11.8% | -7.5% | +1.5% |
| 3M | -4.6% | +20.4% | -25.0% | -8.9% |
| 6M | +1.7% | +30.2% | -28.5% | -5.3% |
| YTD | +7.3% | +41.1% | -33.8% | -2.9% |
| 1Y | +20.8% | +58.4% | -37.7% | +5.8% |
| 3Y | +247.0% | -0.1% | +247.1% | +236.6% |
| All | +221.9% | -11.1% | +233.0% | +203.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling