+116.3%
CLF vs BIIB
-31.7%
+148.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.8% | +2.1% | -0.9% |
| 7D | +6.5% | -1.6% | +8.1% | +6.9% |
| 30D | +0.2% | +2.2% | -1.9% | -0.3% |
| 3M | -3.1% | +10.3% | -13.4% | -5.5% |
| 6M | +25.0% | +14.9% | +10.1% | +20.4% |
| YTD | -7.5% | +20.7% | -28.2% | -12.1% |
| 1Y | +11.5% | +50.3% | -38.8% | +0.7% |
| 3Y | -13.7% | -18.0% | +4.3% | -12.8% |
| 5Y | -47.0% | -33.9% | -13.1% | -45.4% |
| 10Y | +116.3% | -30.9% | +147.3% | +102.1% |
| All | +116.3% | -31.7% | +148.1% | +102.1% |
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