+11,000.4%
RY vs BIIB
+16,929.7%
-5,929.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.5% |
| 7D | -0.9% | -2.1% | +1.2% | -0.7% |
| 30D | +5.9% | +11.8% | -5.9% | +4.6% |
| 3M | -4.3% | +20.4% | -24.7% | -6.2% |
| 6M | +12.1% | +30.2% | -18.1% | +8.7% |
| YTD | +20.3% | +41.1% | -20.9% | +15.3% |
| 1Y | +41.0% | +58.4% | -17.4% | +33.5% |
| 3Y | +157.5% | -0.1% | +157.6% | +154.0% |
| 5Y | +123.2% | -10.9% | +134.1% | +120.3% |
| 10Y | +365.7% | -10.3% | +376.0% | +338.6% |
| All | +11,000.4% | +16,929.7% | -5,929.4% | +6,114.3% |
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