+1,211.4%
CRL vs BIIB
+496.8%
+714.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.3% |
| 7D | -1.0% | +1.1% | -2.1% | -1.3% |
| 30D | +10.7% | +6.9% | +3.8% | +9.0% |
| 3M | +55.3% | +12.4% | +42.9% | +50.7% |
| 6M | +60.7% | +16.3% | +44.4% | +54.4% |
| YTD | +44.6% | +25.5% | +19.1% | +36.3% |
| 1Y | +77.7% | +57.8% | +19.9% | +59.1% |
| 3Y | +37.6% | -17.3% | +55.0% | +41.5% |
| 5Y | -35.8% | -33.8% | -2.0% | -32.4% |
| 10Y | +241.7% | -29.6% | +271.3% | +227.3% |
| All | +1,211.4% | +496.8% | +714.5% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling