-13.3%
CLF vs BIIB
-16.1%
+2.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.4% | +2.3% |
| 7D | +7.6% | +1.1% | +6.5% | +7.2% |
| 30D | -1.2% | +6.9% | -8.1% | -3.4% |
| 3M | -13.4% | +12.4% | -25.8% | -17.2% |
| 6M | +15.4% | +16.3% | -0.8% | +8.4% |
| YTD | -5.9% | +25.5% | -31.4% | -14.6% |
| 1Y | +18.8% | +57.8% | -39.0% | -3.0% |
| All | -13.3% | -16.1% | +2.8% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling