-17.5%
RUN vs BIIB
-33.7%
+16.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | -15.3% | +6.9% | -22.1% | -16.7% |
| 3M | -40.0% | +12.4% | -52.4% | -42.2% |
| 6M | -27.0% | +16.3% | -43.2% | -30.6% |
| YTD | -51.7% | +25.5% | -77.2% | -55.3% |
| 1Y | -45.9% | +57.8% | -103.7% | -53.1% |
| 3Y | -43.8% | -17.3% | -26.4% | -42.3% |
| 5Y | -80.5% | -33.8% | -46.7% | -79.5% |
| 10Y | +45.3% | -29.6% | +74.8% | +42.2% |
| All | -17.5% | -33.7% | +16.2% | -5.5% |
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