+18,429.3%
COR vs BIIB
+39,976.8%
-21,547.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | 0.0% |
| 7D | +2.9% | +2.7% | +0.2% | +2.5% |
| 30D | +5.8% | +9.4% | -3.6% | +4.6% |
| 3M | +11.4% | +19.9% | -8.5% | +8.8% |
| 6M | +34.5% | +25.6% | +8.8% | +30.1% |
| YTD | +4.1% | +42.3% | -38.3% | -1.4% |
| 1Y | -3.1% | +55.1% | -58.2% | -9.3% |
| 3Y | +80.9% | +11.4% | +69.4% | +75.0% |
| 5Y | +195.1% | -7.4% | +202.5% | +188.1% |
| 10Y | +492.7% | -21.5% | +514.3% | +460.2% |
| All | +18,429.3% | +39,976.8% | -21,547.5% | +9,623.9% |
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