+1,395.2%
RL vs BIIB
+4,971.7%
-3,576.4%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.7% | +2.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -7.8% | +6.9% | -14.6% | -8.7% |
| 3M | -4.0% | +12.4% | -16.4% | -5.8% |
| 6M | -1.9% | +16.3% | -18.1% | -4.5% |
| YTD | -0.2% | +25.5% | -25.6% | -4.1% |
| 1Y | +10.7% | +57.8% | -47.1% | +2.7% |
| 3Y | +210.8% | -17.3% | +228.1% | +214.1% |
| 5Y | +238.2% | -33.8% | +272.0% | +248.0% |
| 10Y | +313.4% | -29.6% | +343.0% | +292.0% |
| All | +1,395.2% | +4,971.7% | -3,576.4% | +490.9% |
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