+475.1%
CMS vs BDX
+6,211.0%
-5,735.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.6% | +0.6% |
| 7D | +0.5% | +7.3% | -6.8% | -1.2% |
| 30D | +7.4% | +15.7% | -8.3% | +3.7% |
| 3M | +1.9% | +19.1% | -17.2% | -2.4% |
| 6M | -2.3% | +44.1% | -46.5% | -10.8% |
| YTD | +3.0% | +42.1% | -39.1% | -5.9% |
| 1Y | -2.8% | +52.6% | -55.4% | -12.7% |
| 3Y | +37.9% | +22.6% | +15.3% | +28.9% |
| 5Y | +34.0% | +23.3% | +10.6% | +24.5% |
| 10Y | +138.1% | +84.8% | +53.3% | +99.2% |
| All | +475.1% | +6,211.0% | -5,735.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling