+53.4%
CL vs BIIB
-31.7%
+85.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | 0.0% |
| 7D | -1.4% | -1.6% | +0.3% | -1.2% |
| 30D | -5.2% | +2.2% | -7.4% | -5.4% |
| 3M | +3.3% | +10.3% | -7.0% | +2.2% |
| 6M | -4.4% | +14.9% | -19.3% | -6.0% |
| YTD | +13.9% | +20.7% | -6.8% | +11.3% |
| 1Y | +7.6% | +50.3% | -42.7% | +2.8% |
| 3Y | +29.6% | -18.0% | +47.5% | +30.1% |
| 5Y | +28.1% | -33.9% | +62.0% | +30.0% |
| 10Y | +53.4% | -30.9% | +84.3% | +53.2% |
| All | +53.4% | -31.7% | +85.1% | +53.2% |
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