+17,119.9%
COR vs BDX
+2,631.7%
+14,488.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.0% |
| 7D | -1.9% | -4.3% | +2.4% | -0.6% |
| 30D | +1.5% | +1.3% | +0.2% | +1.1% |
| 3M | +18.7% | +20.2% | -1.6% | +11.9% |
| 6M | -9.0% | +8.6% | -17.6% | -11.7% |
| YTD | -3.3% | +19.0% | -22.3% | -9.0% |
| 1Y | +9.8% | +21.2% | -11.3% | +2.6% |
| 3Y | +87.4% | -9.7% | +97.1% | +88.2% |
| 5Y | +180.5% | -3.4% | +183.9% | +173.4% |
| 10Y | +398.1% | +53.9% | +344.3% | +315.1% |
| All | +17,119.9% | +2,631.7% | +14,488.2% | +6,564.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling