+3,696.1%
CL vs BIIB
+7,261.0%
-3,564.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.4% |
| 7D | -2.2% | +1.1% | -3.2% | -2.2% |
| 30D | -4.8% | +6.9% | -11.7% | -5.2% |
| 3M | +4.9% | +12.4% | -7.5% | +4.1% |
| 6M | -5.7% | +16.3% | -22.0% | -6.7% |
| YTD | +14.4% | +25.5% | -11.1% | +12.6% |
| 1Y | +8.7% | +57.8% | -49.1% | +5.5% |
| 3Y | +30.0% | -17.3% | +47.3% | +30.5% |
| 5Y | +28.4% | -33.8% | +62.2% | +29.6% |
| 10Y | +50.1% | -29.6% | +79.7% | +47.2% |
| All | +3,696.1% | +7,261.0% | -3,564.9% | +2,818.8% |
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