+444.5%
CORZ vs REGN
-14.5%
+459.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.0% |
| 7D | +16.6% | -1.6% | +18.2% | +16.8% |
| 30D | -10.9% | +3.4% | -14.3% | -11.4% |
| 3M | -31.0% | +32.7% | -63.7% | -34.2% |
| 6M | +26.0% | +6.9% | +19.1% | +24.9% |
| YTD | +28.6% | +5.4% | +23.3% | +27.7% |
| 1Y | +34.5% | +45.8% | -11.4% | +24.2% |
| All | +444.5% | -14.5% | +459.0% | +479.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling