+395.2%
COR vs BIIB
-26.2%
+421.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.8% | -1.7% | -1.2% | -2.6% |
| 30D | +2.6% | +4.0% | -1.4% | +1.9% |
| 3M | +14.5% | +8.6% | +5.9% | +12.7% |
| 6M | -7.8% | +14.0% | -21.8% | -10.1% |
| YTD | -4.2% | +23.4% | -27.6% | -8.1% |
| 1Y | +7.0% | +45.9% | -38.9% | -0.3% |
| 3Y | +85.5% | -16.1% | +101.7% | +87.2% |
| 5Y | +181.2% | -27.6% | +208.8% | +186.2% |
| All | +395.2% | -26.2% | +421.3% | +356.4% |
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