+14.9%
RRX vs BIIB
-28.2%
+43.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.2% | -2.5% |
| 7D | -3.7% | -4.0% | +0.3% | -2.7% |
| 30D | -9.3% | +5.7% | -14.9% | -10.7% |
| 3M | -21.8% | +10.9% | -32.7% | -24.5% |
| 6M | -22.0% | +14.3% | -36.3% | -25.7% |
| YTD | +11.9% | +22.4% | -10.5% | +4.2% |
| 1Y | +11.6% | +51.1% | -39.5% | -2.5% |
| 3Y | +2.2% | -16.8% | +19.0% | +2.2% |
| 5Y | +14.9% | -28.1% | +43.0% | +13.2% |
| All | +14.9% | -28.2% | +43.1% | +13.2% |
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