+1,507.8%
RL vs BIIB
+5,603.7%
-4,095.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | -4.2% | -2.1% | -2.1% | -3.8% |
| 30D | +4.3% | +11.8% | -7.5% | +2.6% |
| 3M | -4.6% | +20.4% | -25.0% | -7.2% |
| 6M | +1.7% | +30.2% | -28.5% | -2.5% |
| YTD | +7.3% | +41.1% | -33.8% | +1.3% |
| 1Y | +20.8% | +58.4% | -37.7% | +12.1% |
| 3Y | +247.0% | -0.1% | +247.1% | +241.1% |
| 5Y | +225.5% | -10.9% | +236.3% | +221.4% |
| 10Y | +363.0% | -10.3% | +373.4% | +323.8% |
| All | +1,507.8% | +5,603.7% | -4,095.9% | +524.3% |
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