-68.6%
RNG vs BIIB
-28.1%
-40.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -6.1% | -1.7% | -4.4% | -5.5% |
| 30D | +9.6% | +4.0% | +5.6% | +8.0% |
| 3M | +83.3% | +8.6% | +74.7% | +76.8% |
| 6M | +77.9% | +14.0% | +63.9% | +66.7% |
| YTD | +139.9% | +23.4% | +116.5% | +116.1% |
| 1Y | +121.7% | +45.9% | +75.8% | +84.5% |
| 3Y | +121.9% | -16.1% | +138.0% | +132.9% |
| All | -68.6% | -28.1% | -40.5% | -64.3% |
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