+1,992.3%
RSG vs BIIB
+5,223.7%
-3,231.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | 0.0% | -5.4% | +5.3% | +0.5% |
| 30D | +3.7% | +1.7% | +1.9% | +3.5% |
| 3M | +6.2% | +5.8% | +0.3% | +5.4% |
| 6M | -2.8% | +11.9% | -14.7% | -4.1% |
| YTD | +5.9% | +19.7% | -13.8% | +3.6% |
| 1Y | -1.8% | +46.7% | -48.5% | -5.8% |
| 3Y | +57.5% | -18.6% | +76.1% | +58.6% |
| 5Y | +91.1% | -29.8% | +120.9% | +92.9% |
| 10Y | +428.1% | -28.8% | +456.9% | +408.0% |
| All | +1,992.3% | +5,223.7% | -3,231.5% | +1,031.9% |
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