-46.2%
RBLX vs BIIB
-28.1%
-18.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | +5.1% | -1.7% | +6.7% | +5.3% |
| 30D | +28.0% | +4.0% | +24.1% | +27.0% |
| 3M | +4.6% | +8.6% | -4.0% | +2.7% |
| 6M | -24.7% | +14.0% | -38.7% | -26.9% |
| YTD | -43.8% | +23.4% | -67.2% | -46.8% |
| 1Y | -65.8% | +45.9% | -111.7% | -69.1% |
| 3Y | +59.4% | -16.1% | +75.5% | +68.8% |
| All | -46.2% | -28.1% | -18.2% | -50.2% |
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