+284.7%
RNG vs BIIB
-12.6%
+297.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -4.1% | -5.4% | +1.3% | -2.6% |
| 30D | +8.6% | +1.7% | +6.9% | +8.2% |
| 3M | +78.0% | +5.8% | +72.1% | +75.0% |
| 6M | +67.0% | +11.9% | +55.1% | +61.1% |
| YTD | +142.4% | +19.7% | +122.7% | +129.1% |
| 1Y | +120.4% | +46.7% | +73.7% | +97.0% |
| 3Y | +122.1% | -18.6% | +140.8% | +128.3% |
| 5Y | -69.8% | -29.8% | -40.1% | -68.4% |
| 10Y | +223.4% | -28.8% | +252.2% | +204.2% |
| All | +284.7% | -12.6% | +297.3% | +230.2% |
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 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