+85.0%
COR vs BDX
+25.0%
+60.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +2.8% |
| 7D | +7.8% | +2.9% | +4.9% | +7.3% |
| 30D | +7.0% | +15.4% | -8.4% | +4.3% |
| 3M | +16.3% | +20.5% | -4.3% | +12.5% |
| 6M | +41.3% | +53.2% | -11.9% | +31.7% |
| YTD | +7.1% | +45.7% | -38.5% | +0.4% |
| 1Y | -0.8% | +47.3% | -48.1% | -7.2% |
| 3Y | +85.0% | +25.1% | +59.9% | +74.8% |
| All | +85.0% | +25.0% | +60.0% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling