+1,582.5%
RL vs BIIB
+5,719.7%
-4,137.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +5.6% | +10.5% | -4.9% | +4.1% |
| 3M | -0.6% | +24.3% | -24.9% | -3.8% |
| 6M | +15.5% | +28.0% | -12.6% | +11.0% |
| YTD | +12.3% | +44.0% | -31.7% | +5.8% |
| 1Y | +19.3% | +58.8% | -39.5% | +10.7% |
| 3Y | +255.5% | +12.7% | +242.8% | +243.7% |
| 5Y | +247.1% | -4.9% | +252.0% | +239.7% |
| 10Y | +346.0% | -20.6% | +366.6% | +315.9% |
| All | +1,582.5% | +5,719.7% | -4,137.2% | +551.5% |
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