+246.9%
RL vs BIIB
-35.6%
+282.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.6% | -0.2% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | -12.2% | +2.2% | -14.4% | -12.8% |
| 3M | -6.6% | +10.3% | -17.0% | -9.2% |
| 6M | +3.2% | +14.9% | -11.8% | -1.2% |
| YTD | -1.3% | +20.7% | -22.0% | -7.1% |
| 1Y | +13.6% | +50.3% | -36.7% | +0.4% |
| 3Y | +210.9% | -18.0% | +228.8% | +216.4% |
| 5Y | +246.9% | -33.9% | +280.8% | +225.0% |
| All | +246.9% | -35.6% | +282.5% | +225.0% |
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