+895.2%
BAX vs CHD
+11,631.5%
-10,736.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +6.3% | +12.2% | -5.9% | +3.4% |
| 3M | -4.6% | +9.3% | -13.9% | -6.6% |
| 6M | +50.4% | +24.3% | +26.1% | +42.8% |
| YTD | +38.0% | +34.9% | +3.2% | +28.5% |
| 1Y | +44.6% | +32.7% | +11.9% | +35.2% |
| 3Y | -15.1% | +29.4% | -44.6% | -20.3% |
| 5Y | -63.3% | +31.7% | -95.0% | -65.8% |
| 10Y | -34.4% | +191.7% | -226.1% | -48.4% |
| All | +895.2% | +11,631.5% | -10,736.3% | +315.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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