+373.9%
RY vs BIIB
-31.7%
+405.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.3% |
| 7D | +2.7% | -1.6% | +4.4% | +2.9% |
| 30D | -1.0% | +2.2% | -3.2% | -1.3% |
| 3M | +7.6% | +10.3% | -2.7% | +6.1% |
| 6M | +29.5% | +14.9% | +14.5% | +26.7% |
| YTD | +24.2% | +20.7% | +3.4% | +20.4% |
| 1Y | +46.4% | +50.3% | -3.9% | +37.8% |
| 3Y | +159.4% | -18.0% | +177.4% | +161.4% |
| 5Y | +141.8% | -33.9% | +175.8% | +146.7% |
| 10Y | +373.9% | -30.9% | +404.8% | +360.9% |
| All | +373.9% | -31.7% | +405.6% | +360.9% |
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 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