+279.0%
RTX vs BIIB
-28.4%
+307.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -1.0% |
| 30D | -11.6% | +1.7% | -13.3% | -11.8% |
| 3M | +9.2% | +5.8% | +3.3% | +8.3% |
| 6M | -4.4% | +11.9% | -16.4% | -5.9% |
| YTD | +8.9% | +19.7% | -10.9% | +6.1% |
| 1Y | +32.1% | +46.7% | -14.6% | +25.6% |
| 3Y | +151.2% | -18.6% | +169.9% | +153.7% |
| 5Y | +162.9% | -29.8% | +192.7% | +166.5% |
| All | +279.0% | -28.4% | +307.3% | +263.1% |
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