+480.0%
CMS vs BDX
+6,371.9%
-5,891.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +1.7% | +2.9% | -1.2% | +1.0% |
| 30D | +6.2% | +15.4% | -9.2% | +2.6% |
| 3M | +0.6% | +20.5% | -19.9% | -3.9% |
| 6M | -1.8% | +53.2% | -54.9% | -11.5% |
| YTD | +3.8% | +45.7% | -41.8% | -5.6% |
| 1Y | -1.8% | +47.3% | -49.0% | -11.0% |
| 3Y | +39.8% | +25.1% | +14.8% | +30.0% |
| 5Y | +37.1% | +27.4% | +9.7% | +26.4% |
| 10Y | +138.6% | +95.4% | +43.2% | +97.2% |
| All | +480.0% | +6,371.9% | -5,891.9% | +148.5% |
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