+2,029.3%
CLS vs BIIB
-21.7%
+2,051.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.7% |
| 7D | +23.5% | +2.7% | +20.8% | +23.2% |
| 30D | -28.9% | +9.4% | -38.4% | -29.7% |
| 3M | -25.2% | +19.9% | -45.1% | -26.9% |
| 6M | -32.1% | +25.6% | -57.7% | -34.3% |
| YTD | -14.1% | +42.3% | -56.4% | -18.4% |
| 1Y | -24.1% | +55.1% | -79.2% | -28.7% |
| 3Y | +897.0% | +11.4% | +885.5% | +866.1% |
| 5Y | +2,089.9% | -7.4% | +2,097.3% | +2,045.2% |
| All | +2,029.3% | -21.7% | +2,051.0% | +1,805.2% |
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 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