-4.4%
RMD vs BIIB
-7.5%
+3.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +2.1% | +2.0% | 0.0% | +1.6% |
| 30D | +2.1% | +8.8% | -6.8% | -0.1% |
| 3M | +6.2% | +20.3% | -14.1% | +1.4% |
| 6M | +19.4% | +23.9% | -4.5% | +12.6% |
| YTD | +0.5% | +44.0% | -43.4% | -9.4% |
| 1Y | -3.9% | +53.8% | -57.8% | -14.9% |
| 3Y | +72.5% | +13.8% | +58.7% | +62.3% |
| All | -4.4% | -7.5% | +3.1% | -9.5% |
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