+891.5%
CLS vs BIIB
+12.2%
+879.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.5% |
| 7D | +23.5% | +2.7% | +20.8% | +23.7% |
| 30D | -28.9% | +9.4% | -38.4% | -28.5% |
| 3M | -25.2% | +19.9% | -45.1% | -24.4% |
| 6M | -32.1% | +25.6% | -57.7% | -31.2% |
| YTD | -14.1% | +42.3% | -56.4% | -13.4% |
| 1Y | -24.1% | +55.1% | -79.2% | -23.5% |
| All | +891.5% | +12.2% | +879.3% | +876.7% |
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