+350.3%
CRL vs BIIB
-20.7%
+371.0%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +0.1% | +2.0% | -1.9% | -0.4% |
| 30D | +11.9% | +8.8% | +3.1% | +9.3% |
| 3M | +20.2% | +20.3% | -0.1% | +14.2% |
| 6M | +107.5% | +23.9% | +83.6% | +94.8% |
| YTD | +69.4% | +44.0% | +25.4% | +51.9% |
| 1Y | +99.7% | +53.8% | +45.9% | +76.0% |
| 3Y | +98.8% | +13.8% | +84.9% | +86.0% |
| 5Y | -12.4% | -6.3% | -6.1% | -16.2% |
| All | +350.3% | -20.7% | +371.0% | +315.0% |
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