-35.4%
CLX vs BIIB
-34.0%
-1.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.1% |
| 7D | -3.5% | -1.6% | -1.9% | -3.4% |
| 30D | -11.9% | +2.2% | -14.1% | -12.1% |
| 3M | -2.6% | +10.3% | -12.9% | -3.8% |
| 6M | -18.2% | +14.9% | -33.1% | -19.7% |
| YTD | -5.9% | +20.7% | -26.6% | -8.4% |
| 1Y | -23.8% | +50.3% | -74.2% | -27.8% |
| 3Y | -33.6% | -18.0% | -15.6% | -34.1% |
| All | -35.4% | -34.0% | -1.4% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling