+47.7%
RBA vs BIIB
-6.3%
+54.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +2.0% |
| 7D | +2.5% | +2.4% | +0.2% | +2.1% |
| 30D | +11.6% | +12.9% | -1.4% | +9.5% |
| 3M | +1.5% | +22.6% | -21.1% | -1.7% |
| 6M | -6.6% | +31.7% | -38.4% | -10.8% |
| YTD | -6.3% | +44.8% | -51.1% | -12.3% |
| 1Y | -4.0% | +63.9% | -67.8% | -12.1% |
| 3Y | +47.3% | +13.5% | +33.8% | +41.5% |
| 5Y | +47.7% | -5.6% | +53.3% | +42.7% |
| All | +47.7% | -6.3% | +54.0% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling