+215.0%
RNG vs BIIB
-26.2%
+241.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | -6.1% | -1.7% | -4.4% | -5.7% |
| 30D | +9.6% | +4.0% | +5.6% | +8.6% |
| 3M | +83.3% | +8.6% | +74.7% | +79.4% |
| 6M | +77.9% | +14.0% | +63.9% | +71.2% |
| YTD | +139.9% | +23.4% | +116.5% | +125.8% |
| 1Y | +121.7% | +45.9% | +75.8% | +99.5% |
| 3Y | +121.9% | -16.1% | +138.0% | +125.7% |
| 5Y | -68.4% | -27.6% | -40.8% | -67.4% |
| All | +215.0% | -26.2% | +241.1% | +204.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling