+25.9%
BDX vs CHD
+7.1%
+18.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | +8.3% | -4.6% | +12.9% | +10.3% |
| 3M | +24.4% | +5.0% | +19.4% | +22.1% |
| 6M | +9.2% | -3.2% | +12.4% | +10.0% |
| YTD | +22.7% | +18.6% | +4.1% | +15.4% |
| 1Y | +25.9% | +4.8% | +21.1% | +26.6% |
| All | +25.9% | +7.1% | +18.8% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling