+349.4%
RY vs BIIB
-21.7%
+371.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | -0.5% | +2.7% | -3.2% | -0.9% |
| 30D | +4.7% | +9.4% | -4.7% | +3.6% |
| 3M | -4.5% | +19.9% | -24.4% | -6.6% |
| 6M | +12.5% | +25.6% | -13.1% | +9.1% |
| YTD | +21.1% | +42.3% | -21.2% | +15.2% |
| 1Y | +38.6% | +55.1% | -16.5% | +30.3% |
| 3Y | +160.2% | +11.4% | +148.7% | +152.6% |
| 5Y | +124.7% | -7.4% | +132.1% | +120.4% |
| All | +349.4% | -21.7% | +371.0% | +344.7% |
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