-18.0%
BIIB vs CLBK
+66.9%
-84.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.6% |
| 7D | -1.6% | +1.1% | -2.8% | -1.9% |
| 30D | +2.2% | +7.8% | -5.6% | +0.4% |
| 3M | +10.3% | +23.9% | -13.5% | +5.0% |
| 6M | +14.9% | +42.3% | -27.4% | +5.7% |
| YTD | +20.7% | +65.4% | -44.6% | +7.1% |
| 1Y | +50.3% | +70.3% | -20.0% | +32.0% |
| 3Y | -18.0% | +54.5% | -72.4% | -27.6% |
| 5Y | -33.9% | +43.1% | -77.0% | -42.4% |
| All | -18.0% | +66.9% | -84.9% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling