+122.3%
RNG vs BIIB
-17.2%
+139.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.6% |
| 7D | -9.6% | -4.0% | -5.5% | -8.4% |
| 30D | +8.8% | +5.7% | +3.2% | +7.0% |
| 3M | +78.6% | +10.9% | +67.7% | +72.5% |
| 6M | +70.3% | +14.3% | +55.9% | +61.4% |
| YTD | +140.3% | +22.4% | +117.9% | +120.9% |
| 1Y | +126.6% | +51.1% | +75.5% | +91.1% |
| All | +122.3% | -17.2% | +139.4% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling