+617.4%
RVMD vs BIIB
-35.4%
+652.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.1% |
| 7D | -1.2% | -1.6% | +0.4% | -0.7% |
| 30D | +1.1% | +2.2% | -1.1% | +0.3% |
| 3M | +39.6% | +10.3% | +29.3% | +34.4% |
| 6M | +110.7% | +14.9% | +95.7% | +99.6% |
| YTD | +160.3% | +20.7% | +139.5% | +142.0% |
| 1Y | +404.9% | +50.3% | +354.6% | +336.9% |
| 3Y | +545.5% | -18.0% | +563.4% | +565.9% |
| 5Y | +584.7% | -33.9% | +618.6% | +616.7% |
| All | +617.4% | -35.4% | +652.8% | +664.0% |
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