+322.1%
CORZ vs BIIB
+2.0%
+320.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +1.0% |
| 7D | +23.5% | +2.0% | +21.4% | +23.5% |
| 30D | +7.5% | +8.8% | -1.4% | +7.5% |
| 3M | -26.6% | +20.3% | -46.9% | -26.7% |
| 6M | -39.5% | +23.9% | -63.4% | -39.6% |
| YTD | -0.3% | +44.0% | -44.3% | -1.6% |
| 1Y | -4.2% | +53.8% | -58.0% | -6.1% |
| All | +322.1% | +2.0% | +320.1% | +358.8% |
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