-18.6%
BIIB vs CLBK
+51.6%
-70.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -5.4% | -1.5% | -3.9% | -5.0% |
| 30D | +1.7% | +6.7% | -4.9% | +0.2% |
| 3M | +5.8% | +21.2% | -15.3% | +1.2% |
| 6M | +11.9% | +42.0% | -30.0% | +3.0% |
| YTD | +19.7% | +63.3% | -43.5% | +6.5% |
| 1Y | +46.7% | +65.4% | -18.6% | +29.7% |
| All | -18.6% | +51.6% | -70.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling