+395.2%
COR vs BDX
+59.3%
+335.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | -2.8% | -3.2% | +0.3% | -1.8% |
| 30D | +2.6% | -2.5% | +5.1% | +3.4% |
| 3M | +14.5% | +21.4% | -6.9% | +6.7% |
| 6M | -7.8% | +10.4% | -18.2% | -11.4% |
| YTD | -4.2% | +18.8% | -23.1% | -10.6% |
| 1Y | +7.0% | +21.7% | -14.7% | -1.2% |
| 3Y | +85.5% | -10.0% | +95.5% | +88.7% |
| 5Y | +181.2% | -1.8% | +183.0% | +171.4% |
| All | +395.2% | +59.3% | +335.9% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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