+322.1%
CORZ vs BDX
+23.4%
+298.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.3% |
| 7D | +23.5% | +2.9% | +20.6% | +24.4% |
| 30D | +7.5% | +15.4% | -8.0% | +12.1% |
| 3M | -26.6% | +20.5% | -47.1% | -22.5% |
| 6M | -39.5% | +53.2% | -92.7% | -33.0% |
| YTD | -0.3% | +45.7% | -46.0% | +10.3% |
| 1Y | -4.2% | +47.3% | -51.5% | +6.1% |
| All | +322.1% | +23.4% | +298.7% | +352.2% |
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