+4,112.2%
CL vs BIIB
+8,395.7%
-4,283.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | +1.3% |
| 7D | +0.5% | +2.4% | -1.8% | +0.4% |
| 30D | +11.6% | +12.9% | -1.3% | +10.8% |
| 3M | +5.6% | +22.6% | -17.0% | +4.3% |
| 6M | +13.2% | +31.7% | -18.6% | +11.2% |
| YTD | +26.9% | +44.8% | -17.9% | +23.8% |
| 1Y | +27.3% | +63.9% | -36.6% | +23.3% |
| 3Y | +39.7% | +13.5% | +26.3% | +37.7% |
| 5Y | +41.3% | -5.6% | +46.9% | +39.8% |
| 10Y | +76.3% | -20.3% | +96.6% | +71.7% |
| All | +4,112.2% | +8,395.7% | -4,283.5% | +3,110.3% |
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 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