-54.0%
RUN vs BBIO
+136.7%
-190.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -3.7% | -3.2% | -0.5% | -2.8% |
| 30D | -13.0% | -13.6% | +0.6% | -9.2% |
| 3M | -31.8% | +7.2% | -39.0% | -33.7% |
| 6M | -32.2% | +1.5% | -33.7% | -33.3% |
| YTD | -53.5% | -5.3% | -48.2% | -53.4% |
| 1Y | -46.5% | +37.7% | -84.3% | -52.4% |
| 3Y | -37.6% | +153.9% | -191.5% | -55.1% |
| 5Y | -80.9% | +43.9% | -124.7% | -89.2% |
| All | -54.0% | +136.7% | -190.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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