+134.2%
RBRK vs BIIB
+7.9%
+126.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.5% |
| 7D | -7.5% | -1.7% | -5.8% | -7.5% |
| 30D | -10.4% | +4.0% | -14.4% | -10.4% |
| 3M | +21.3% | +8.6% | +12.7% | +21.3% |
| 6M | +50.6% | +14.0% | +36.6% | +49.8% |
| YTD | +13.3% | +23.4% | -10.1% | +11.9% |
| 1Y | +11.2% | +45.9% | -34.6% | +8.8% |
| All | +134.2% | +7.9% | +126.3% | +125.1% |
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