+15.4%
CORZ vs REGN
+41.3%
-26.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.5% | +4.8% | +3.3% |
| 7D | +0.3% | -5.6% | +5.9% | +0.4% |
| 30D | -14.0% | -2.0% | -12.1% | -14.0% |
| 3M | -34.1% | +28.0% | -62.0% | -34.3% |
| 6M | +8.5% | +1.2% | +7.3% | +9.4% |
| YTD | +23.2% | +1.6% | +21.6% | +24.3% |
| 1Y | +15.4% | +38.2% | -22.9% | +18.2% |
| All | +15.4% | +41.3% | -26.0% | +18.2% |
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