+420.8%
RSG vs BIIB
-26.2%
+447.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +4.0% | +4.0% | 0.0% | +3.6% |
| 3M | +7.4% | +8.6% | -1.2% | +6.5% |
| 6M | +0.1% | +14.0% | -13.9% | -1.3% |
| YTD | +6.0% | +23.4% | -17.4% | +3.6% |
| 1Y | -3.0% | +45.9% | -48.9% | -6.7% |
| 3Y | +56.5% | -16.1% | +72.6% | +57.2% |
| 5Y | +90.9% | -27.6% | +118.5% | +92.4% |
| All | +420.8% | -26.2% | +447.0% | +407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling