+5,163.5%
BDX vs CHD
+9,868.9%
-4,705.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.7% |
| 7D | -4.1% | -4.2% | 0.0% | -3.2% |
| 30D | +0.1% | -7.6% | +7.7% | +1.7% |
| 3M | +18.3% | -1.6% | +19.9% | +18.7% |
| 6M | +10.1% | -6.3% | +16.4% | +11.6% |
| YTD | +19.4% | +14.6% | +4.8% | +15.9% |
| 1Y | +22.3% | +1.6% | +20.7% | +21.7% |
| 3Y | -9.4% | +3.1% | -12.5% | -10.3% |
| 5Y | -2.0% | +21.1% | -23.1% | -6.4% |
| 10Y | +59.6% | +128.6% | -69.0% | +34.8% |
| All | +5,163.5% | +9,868.9% | -4,705.5% | +2,416.5% |
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