+225.5%
CRWD vs BDX
-2.2%
+227.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -3.0% | -3.2% | +0.2% | -2.7% |
| 30D | -6.8% | -2.5% | -4.2% | -6.6% |
| 3M | +19.6% | +21.4% | -1.8% | +17.0% |
| 6M | +87.1% | +10.4% | +76.7% | +84.9% |
| YTD | +76.4% | +18.8% | +57.6% | +72.0% |
| 1Y | +90.8% | +21.7% | +69.1% | +85.3% |
| 3Y | +380.0% | -10.0% | +389.9% | +390.4% |
| All | +225.5% | -2.2% | +227.8% | +232.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling