+95.9%
RIO vs BIIB
-19.0%
+114.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.0% | -5.4% | +6.3% | +1.8% |
| 30D | +4.0% | +1.7% | +2.3% | +3.7% |
| 3M | +4.5% | +5.8% | -1.3% | +3.2% |
| 6M | +17.3% | +11.9% | +5.4% | +14.3% |
| YTD | +36.2% | +19.7% | +16.4% | +30.2% |
| 1Y | +76.1% | +46.7% | +29.4% | +60.0% |
| All | +95.9% | -19.0% | +114.9% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling