+0.4%
CMS vs BDX
+54.0%
-53.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.2% | +0.5% |
| 7D | +4.1% | +7.2% | -3.1% | +2.9% |
| 30D | +10.9% | +15.8% | -4.9% | +8.3% |
| 3M | -0.2% | +23.7% | -23.9% | -3.8% |
| 6M | -4.7% | +44.8% | -49.6% | -10.9% |
| YTD | +3.9% | +39.8% | -35.9% | -3.5% |
| 1Y | +0.4% | +52.3% | -52.0% | -8.9% |
| All | +0.4% | +54.0% | -53.7% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling