+5,953.4%
RIO vs BIIB
+7,261.0%
-1,307.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.1% |
| 30D | +4.0% | +6.9% | -2.9% | +3.2% |
| 3M | +0.1% | +12.4% | -12.3% | -1.3% |
| 6M | +12.7% | +16.3% | -3.5% | +10.6% |
| YTD | +35.6% | +25.5% | +10.1% | +31.7% |
| 1Y | +73.7% | +57.8% | +15.9% | +64.6% |
| 3Y | +93.3% | -17.3% | +110.7% | +94.8% |
| 5Y | +92.4% | -33.8% | +126.2% | +95.9% |
| 10Y | +606.9% | -29.6% | +636.5% | +583.6% |
| All | +5,953.4% | +7,261.0% | -1,307.6% | +4,544.3% |
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