+3,231.7%
CLS vs BIIB
+5,147.4%
-1,915.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +4.6% | +1.1% | +3.5% | +4.3% |
| 30D | -13.9% | +6.9% | -20.8% | -15.2% |
| 3M | -26.6% | +12.4% | -39.0% | -29.0% |
| 6M | +15.4% | +16.3% | -0.9% | +10.1% |
| YTD | +5.7% | +25.5% | -19.8% | -1.3% |
| 1Y | +41.1% | +57.8% | -16.7% | +24.5% |
| 3Y | +1,228.6% | -17.3% | +1,245.9% | +1,236.0% |
| 5Y | +3,240.6% | -33.8% | +3,274.4% | +3,358.5% |
| 10Y | +2,760.3% | -29.6% | +2,789.9% | +2,453.9% |
| All | +3,231.7% | +5,147.4% | -1,915.7% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling