+11,448.1%
RY vs BIIB
+15,042.6%
-3,594.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +3.1% | +1.1% | +2.0% | +3.0% |
| 30D | -0.3% | +6.9% | -7.2% | -1.0% |
| 3M | +8.7% | +12.4% | -3.7% | +7.1% |
| 6M | +28.5% | +16.3% | +12.3% | +26.0% |
| YTD | +25.1% | +25.5% | -0.4% | +21.5% |
| 1Y | +46.3% | +57.8% | -11.5% | +38.5% |
| 3Y | +154.9% | -17.3% | +172.3% | +156.6% |
| 5Y | +140.3% | -33.8% | +174.1% | +144.4% |
| 10Y | +377.0% | -29.6% | +406.6% | +360.5% |
| All | +11,448.1% | +15,042.6% | -3,594.5% | +6,447.8% |
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