+444.5%
CORZ vs BDX
+0.8%
+443.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.1% | +7.7% | +4.0% |
| 7D | +16.6% | -4.3% | +20.8% | +15.5% |
| 30D | -10.9% | +1.3% | -12.1% | -10.5% |
| 3M | -31.0% | +20.2% | -51.3% | -28.3% |
| 6M | +26.0% | +8.6% | +17.4% | +30.6% |
| YTD | +28.6% | +19.0% | +9.7% | +34.3% |
| 1Y | +34.5% | +21.2% | +13.3% | +41.4% |
| All | +444.5% | +0.8% | +443.7% | +450.7% |
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 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