+101.1%
CRL vs BIIB
+12.4%
+88.7%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.8% |
| 7D | -1.7% | +1.7% | -3.5% | -2.6% |
| 30D | +14.6% | +12.2% | +2.4% | +7.7% |
| 3M | +24.8% | +22.3% | +2.6% | +12.1% |
| 6M | +94.7% | +30.9% | +63.8% | +65.8% |
| YTD | +73.4% | +43.9% | +29.5% | +37.1% |
| 1Y | +104.7% | +62.1% | +42.6% | +49.3% |
| 3Y | +101.1% | +12.7% | +88.4% | +48.0% |
| All | +101.1% | +12.4% | +88.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling