+52.3%
BDX vs CNH
+15.2%
+37.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.7% | +5.6% |
| 7D | +7.2% | +6.5% | +0.7% | +5.8% |
| 30D | +15.8% | -12.0% | +27.7% | +18.8% |
| 3M | +23.7% | +4.4% | +19.3% | +21.6% |
| 6M | +44.8% | +15.7% | +29.1% | +37.7% |
| YTD | +39.8% | +28.2% | +11.5% | +25.9% |
| 1Y | +52.3% | +14.8% | +37.6% | +41.5% |
| All | +52.3% | +15.2% | +37.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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