-1.8%
RMBS vs BIIB
+51.4%
-53.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.9% |
| 7D | +1.8% | -1.7% | +3.4% | +1.7% |
| 30D | -13.9% | +4.0% | -17.9% | -13.8% |
| 3M | -39.8% | +8.6% | -48.4% | -39.7% |
| 6M | -6.0% | +14.0% | -20.0% | -6.2% |
| YTD | -5.4% | +23.4% | -28.7% | -7.5% |
| 1Y | -1.8% | +45.9% | -47.7% | -2.1% |
| All | -1.8% | +51.4% | -53.2% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling