+41.7%
RBA vs BIIB
-35.6%
+77.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.8% | -1.4% |
| 7D | -1.1% | -1.6% | +0.6% | -0.8% |
| 30D | -13.2% | +2.2% | -15.4% | -13.5% |
| 3M | -21.4% | +10.3% | -31.7% | -22.7% |
| 6M | -20.9% | +14.9% | -35.8% | -22.8% |
| YTD | -19.9% | +20.7% | -40.6% | -22.7% |
| 1Y | -28.7% | +50.3% | -79.0% | -33.9% |
| 3Y | +27.4% | -18.0% | +45.4% | +28.8% |
| 5Y | +41.7% | -33.9% | +75.7% | +33.0% |
| All | +41.7% | -35.6% | +77.4% | +33.0% |
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