+56.7%
BDX vs CHD
+126.1%
-69.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -3.2% | -4.5% | +1.3% | -1.5% |
| 30D | -2.5% | -6.7% | +4.2% | 0.0% |
| 3M | +21.4% | -2.7% | +24.1% | +22.6% |
| 6M | +10.4% | -4.9% | +15.4% | +12.3% |
| YTD | +18.8% | +13.3% | +5.5% | +13.1% |
| 1Y | +21.7% | +1.0% | +20.7% | +20.6% |
| 3Y | -10.0% | +1.3% | -11.3% | -11.2% |
| 5Y | -1.8% | +20.8% | -22.6% | -10.2% |
| All | +56.7% | +126.1% | -69.4% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling