+18.8%
CLF vs BIIB
+55.8%
-36.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.1% |
| 7D | +7.6% | +1.1% | +6.5% | +7.4% |
| 30D | -1.2% | +6.9% | -8.1% | -2.3% |
| 3M | -13.4% | +12.4% | -25.8% | -15.4% |
| 6M | +15.4% | +16.3% | -0.8% | +11.9% |
| YTD | -5.9% | +25.5% | -31.4% | -9.9% |
| 1Y | +18.8% | +57.8% | -39.0% | +5.7% |
| All | +18.8% | +55.8% | -36.9% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling