+31.8%
CLX vs BIIB
-20.7%
+52.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | +9.5% | +2.0% | +7.5% | +9.3% |
| 30D | +30.7% | +8.8% | +21.9% | +29.6% |
| 3M | +4.2% | +20.3% | -16.1% | +2.3% |
| 6M | +22.1% | +23.9% | -1.8% | +19.4% |
| YTD | +14.1% | +44.0% | -29.9% | +9.7% |
| 1Y | +10.3% | +53.8% | -43.5% | +5.4% |
| 3Y | -7.8% | +13.8% | -21.6% | -10.3% |
| 5Y | -20.8% | -6.3% | -14.5% | -22.5% |
| All | +31.8% | -20.7% | +52.5% | +26.7% |
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 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