+271.4%
RMBS vs BIIB
-29.7%
+301.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | +3.5% | -5.4% | +8.8% | +4.8% |
| 30D | -8.6% | +1.7% | -10.3% | -9.1% |
| 3M | -40.3% | +5.8% | -46.2% | -41.7% |
| 6M | -1.0% | +11.9% | -12.9% | -5.3% |
| YTD | -4.6% | +19.7% | -24.4% | -10.8% |
| 1Y | +17.6% | +46.7% | -29.2% | +3.2% |
| 3Y | +58.6% | -18.6% | +77.3% | +60.2% |
| All | +271.4% | -29.7% | +301.1% | +269.4% |
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