+42.8%
BMY vs CORZ
+223.2%
-180.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.2% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -0.1% | -14.0% | +13.9% | -0.1% |
| 3M | +13.1% | -34.1% | +47.2% | +13.1% |
| 6M | +8.4% | +8.5% | -0.1% | +8.0% |
| YTD | +22.0% | +23.2% | -1.2% | +21.2% |
| 1Y | +40.3% | +15.4% | +24.9% | +39.3% |
| All | +42.8% | +223.2% | -180.5% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 CORZ 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