+350.6%
RY vs BIIB
-21.3%
+371.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | +0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | +6.1% | +12.2% | -6.1% | +4.7% |
| 3M | -3.4% | +22.3% | -25.6% | -5.7% |
| 6M | +12.8% | +30.9% | -18.1% | +8.8% |
| YTD | +21.0% | +43.9% | -22.9% | +14.9% |
| 1Y | +40.5% | +62.1% | -21.6% | +31.3% |
| 3Y | +159.9% | +12.7% | +147.2% | +152.0% |
| 5Y | +125.0% | -5.1% | +130.1% | +120.0% |
| 10Y | +350.6% | -21.9% | +372.5% | +346.5% |
| All | +350.6% | -21.3% | +371.9% | +346.5% |
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