+2,953.7%
CLS vs BIIB
-26.8%
+2,980.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.2% | -4.7% | -2.8% |
| 7D | +5.0% | -4.0% | +9.0% | +5.4% |
| 30D | +4.8% | +5.7% | -0.9% | +4.0% |
| 3M | -10.4% | +10.9% | -21.3% | -11.8% |
| 6M | +20.8% | +14.3% | +6.5% | +18.0% |
| YTD | +10.0% | +22.4% | -12.4% | +6.4% |
| 1Y | +28.5% | +51.1% | -22.5% | +20.8% |
| 3Y | +1,292.2% | -16.8% | +1,309.0% | +1,302.2% |
| 5Y | +3,616.8% | -28.1% | +3,644.9% | +3,645.5% |
| All | +2,953.7% | -26.8% | +2,980.5% | +2,783.4% |
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