+1,049.0%
RMBS vs BIIB
+5,662.7%
-4,613.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.4% | +2.6% |
| 7D | +3.0% | -1.6% | +4.6% | +3.3% |
| 30D | -14.4% | +2.2% | -16.6% | -15.0% |
| 3M | -42.8% | +10.3% | -53.2% | -44.8% |
| 6M | -1.4% | +14.9% | -16.3% | -6.3% |
| YTD | -5.4% | +20.7% | -26.2% | -11.4% |
| 1Y | +18.6% | +50.3% | -31.8% | +4.5% |
| 3Y | +57.3% | -18.0% | +75.2% | +60.4% |
| 5Y | +265.7% | -33.9% | +299.6% | +283.9% |
| 10Y | +546.0% | -30.9% | +577.0% | +489.3% |
| All | +1,049.0% | +5,662.7% | -4,613.8% | +227.8% |
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