-46.5%
RUN vs BIIB
+51.4%
-97.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -3.7% | -1.7% | -2.0% | -3.4% |
| 30D | -13.0% | +4.0% | -17.0% | -13.6% |
| 3M | -31.8% | +8.6% | -40.4% | -33.1% |
| 6M | -32.2% | +14.0% | -46.2% | -34.5% |
| YTD | -53.5% | +23.4% | -76.9% | -57.5% |
| 1Y | -46.5% | +45.9% | -92.4% | -55.3% |
| All | -46.5% | +51.4% | -97.9% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling