-41.3%
CORZ vs REGN
+45.3%
-86.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.4% | -6.0% | -10.7% |
| 7D | -14.9% | +14.4% | -29.4% | -13.5% |
| 30D | -23.1% | +28.1% | -51.2% | -21.9% |
| 3M | -44.1% | +22.5% | -66.6% | -42.9% |
| 6M | -39.5% | +31.6% | -71.1% | -37.3% |
| YTD | -12.4% | +21.0% | -33.4% | -9.6% |
| 1Y | -41.3% | +49.0% | -90.3% | -34.3% |
| All | -41.3% | +45.3% | -86.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 1y: compounded portfolio wealth divided by compounded REGN 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…
1y analysis · Full analysis span regression · 6 months rolling