+18,393.8%
COR vs BIIB
+40,420.0%
-22,026.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +2.4% | +1.7% | +0.7% | +2.2% |
| 30D | +7.7% | +12.2% | -4.5% | +6.1% |
| 3M | +7.5% | +22.3% | -14.8% | +4.6% |
| 6M | +34.1% | +30.9% | +3.2% | +29.1% |
| YTD | +3.9% | +43.9% | -40.0% | -1.7% |
| 1Y | -3.6% | +62.1% | -65.7% | -10.3% |
| 3Y | +80.5% | +12.7% | +67.9% | +74.4% |
| 5Y | +194.9% | -5.1% | +200.0% | +186.9% |
| 10Y | +486.6% | -21.9% | +508.5% | +454.8% |
| All | +18,393.8% | +40,420.0% | -22,026.2% | +9,591.5% |
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