+4,085.4%
RBA vs BIIB
+3,509.3%
+576.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | +9.0% | +10.5% | -1.5% | +8.0% |
| 3M | +7.2% | +24.3% | -17.1% | +5.1% |
| 6M | -7.8% | +28.0% | -35.8% | -9.9% |
| YTD | -6.4% | +44.0% | -50.3% | -9.6% |
| 1Y | -4.2% | +58.8% | -63.0% | -8.3% |
| 3Y | +64.1% | +12.7% | +51.3% | +60.7% |
| 5Y | +48.4% | -4.9% | +53.3% | +46.1% |
| 10Y | +209.9% | -20.6% | +230.5% | +199.0% |
| All | +4,085.4% | +3,509.3% | +576.1% | +2,932.4% |
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 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