+180.7%
COR vs BDX
-3.5%
+184.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.1% | -0.3% |
| 7D | -4.8% | -5.4% | +0.6% | -3.6% |
| 30D | -3.7% | -2.2% | -1.5% | -3.2% |
| 3M | +14.3% | +20.1% | -5.7% | +9.5% |
| 6M | -8.5% | +9.1% | -17.5% | -10.6% |
| YTD | -4.4% | +17.9% | -22.3% | -8.5% |
| 1Y | +9.1% | +22.1% | -12.9% | +3.5% |
| 3Y | +85.2% | -10.5% | +95.7% | +91.0% |
| 5Y | +180.7% | -2.6% | +183.3% | +180.5% |
| All | +180.7% | -3.5% | +184.1% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling