+31.5%
RBA vs BIIB
-16.1%
+47.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -2.9% | +1.1% | -4.0% | -3.1% |
| 30D | -12.3% | +6.9% | -19.2% | -13.1% |
| 3M | -20.5% | +12.4% | -32.9% | -21.9% |
| 6M | -18.5% | +16.3% | -34.8% | -20.5% |
| YTD | -18.2% | +25.5% | -43.7% | -21.5% |
| 1Y | -27.5% | +57.8% | -85.3% | -33.5% |
| All | +31.5% | -16.1% | +47.6% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling