+323.5%
CORZ vs BDX
+21.5%
+302.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +11.2% |
| 7D | +14.2% | +2.5% | +11.6% | +15.1% |
| 30D | -3.0% | +13.6% | -16.6% | +0.7% |
| 3M | -26.3% | +18.9% | -45.2% | -22.4% |
| 6M | -36.5% | +51.8% | -88.3% | -30.0% |
| YTD | +0.1% | +43.3% | -43.3% | +10.2% |
| 1Y | -15.9% | +48.0% | -63.8% | -7.0% |
| All | +323.5% | +21.5% | +302.1% | +351.7% |
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