+425.9%
CORZ vs BDX
+1.8%
+424.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.2% |
| 7D | +7.6% | -3.6% | +11.2% | +6.8% |
| 30D | -6.9% | +0.7% | -7.6% | -6.8% |
| 3M | -33.0% | +19.0% | -52.0% | -30.4% |
| 6M | +19.3% | +10.8% | +8.5% | +24.0% |
| YTD | +24.2% | +20.1% | +4.1% | +30.0% |
| 1Y | +24.5% | +23.1% | +1.4% | +31.2% |
| All | +425.9% | +1.8% | +424.1% | +433.0% |
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