+211.8%
RBA vs BIIB
-21.3%
+233.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | +12.0% | +12.2% | -0.2% | +10.4% |
| 3M | +2.9% | +22.3% | -19.4% | +0.2% |
| 6M | -6.3% | +30.9% | -37.2% | -9.7% |
| YTD | -5.9% | +43.9% | -49.8% | -10.7% |
| 1Y | -3.9% | +62.1% | -66.0% | -10.2% |
| 3Y | +64.9% | +12.7% | +52.2% | +59.7% |
| 5Y | +48.5% | -5.1% | +53.6% | +44.8% |
| 10Y | +211.8% | -21.9% | +233.7% | +175.3% |
| All | +211.8% | -21.3% | +233.1% | +175.3% |
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 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