+40.3%
RUN vs BIIB
-26.2%
+66.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -3.7% | -1.7% | -2.0% | -3.3% |
| 30D | -13.0% | +4.0% | -17.0% | -13.9% |
| 3M | -31.8% | +8.6% | -40.4% | -33.8% |
| 6M | -32.2% | +14.0% | -46.2% | -35.4% |
| YTD | -53.5% | +23.4% | -76.9% | -56.9% |
| 1Y | -46.5% | +45.9% | -92.4% | -52.8% |
| 3Y | -37.6% | -16.1% | -21.5% | -36.3% |
| 5Y | -80.9% | -27.6% | -53.3% | -80.2% |
| All | +40.3% | -26.2% | +66.5% | +36.2% |
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 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