-22.1%
RMD vs BIIB
-29.7%
+7.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -4.7% | -5.4% | +0.6% | -3.4% |
| 30D | +0.2% | +1.7% | -1.5% | -0.2% |
| 3M | +12.0% | +5.8% | +6.2% | +10.1% |
| 6M | -12.5% | +11.9% | -24.5% | -15.5% |
| YTD | -7.9% | +19.7% | -27.7% | -12.9% |
| 1Y | -20.4% | +46.7% | -67.1% | -28.8% |
| 3Y | +53.1% | -18.6% | +71.8% | +56.0% |
| All | -22.1% | -29.7% | +7.6% | -24.9% |
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