+420.1%
CORZ vs BIIB
-11.1%
+431.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | 0.0% |
| 7D | +8.4% | +1.1% | +7.3% | +8.3% |
| 30D | -17.8% | +6.9% | -24.7% | -17.9% |
| 3M | -35.9% | +12.4% | -48.3% | -36.1% |
| 6M | +12.9% | +16.3% | -3.3% | +12.1% |
| YTD | +22.9% | +25.5% | -2.6% | +21.3% |
| 1Y | +31.4% | +57.8% | -26.5% | +25.7% |
| All | +420.1% | -11.1% | +431.1% | +465.7% |
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