-3.3%
CLX vs BIIB
-26.8%
+23.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.2% |
| 7D | -5.9% | -4.0% | -1.8% | -5.5% |
| 30D | -17.0% | +5.7% | -22.7% | -17.5% |
| 3M | -9.6% | +10.9% | -20.5% | -10.6% |
| 6M | -21.5% | +14.3% | -35.9% | -22.7% |
| YTD | -8.8% | +22.4% | -31.2% | -10.9% |
| 1Y | -24.7% | +51.1% | -75.7% | -27.9% |
| 3Y | -35.6% | -16.8% | -18.8% | -35.6% |
| 5Y | -37.6% | -28.1% | -9.5% | -37.4% |
| All | -3.3% | -26.8% | +23.5% | -6.4% |
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