+2,609.7%
CLS vs BIIB
+5,852.0%
-3,242.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.7% | +4.8% |
| 7D | +23.5% | +2.7% | +20.8% | +22.8% |
| 30D | -28.9% | +9.4% | -38.4% | -30.6% |
| 3M | -25.2% | +19.9% | -45.1% | -28.6% |
| 6M | -32.1% | +25.6% | -57.7% | -36.4% |
| YTD | -14.1% | +42.3% | -56.4% | -22.3% |
| 1Y | -24.1% | +55.1% | -79.2% | -32.7% |
| 3Y | +897.0% | +11.4% | +885.5% | +831.3% |
| 5Y | +2,089.9% | -7.4% | +2,097.3% | +1,991.5% |
| 10Y | +2,022.2% | -21.5% | +2,043.7% | +1,749.2% |
| All | +2,609.7% | +5,852.0% | -3,242.3% | +462.5% |
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