-10.0%
CRM vs BDX
+54.0%
-64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.0% |
| 7D | -6.2% | +7.2% | -13.4% | -7.6% |
| 30D | -1.2% | +15.8% | -17.0% | -4.1% |
| 3M | +19.1% | +23.7% | -4.6% | +13.9% |
| 6M | +23.0% | +44.8% | -21.9% | +15.5% |
| YTD | -13.7% | +39.8% | -53.5% | -22.6% |
| 1Y | -10.0% | +52.3% | -62.3% | -23.1% |
| All | -10.0% | +54.0% | -64.0% | -23.1% |
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