-46.0%
CLF vs BIIB
-6.3%
-39.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.6% | +4.4% | +6.2% |
| 7D | -14.1% | +2.4% | -16.4% | -14.6% |
| 30D | -5.5% | +12.9% | -18.5% | -9.1% |
| 3M | 0.0% | +22.6% | -22.6% | -6.1% |
| 6M | +11.3% | +31.7% | -20.5% | +1.6% |
| YTD | -7.7% | +44.8% | -52.5% | -18.7% |
| 1Y | +17.5% | +63.9% | -46.3% | -0.8% |
| 3Y | -25.4% | +13.5% | -38.9% | -32.6% |
| 5Y | -46.0% | -5.6% | -40.4% | -48.2% |
| All | -46.0% | -6.3% | -39.7% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling