+60.5%
BDX vs CNH
+157.1%
-96.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | -3.6% | +1.8% | -5.4% | -3.9% |
| 30D | +0.7% | +32.6% | -31.9% | -4.8% |
| 3M | +19.0% | +29.4% | -10.5% | +12.7% |
| 6M | +10.8% | +26.0% | -15.2% | +5.0% |
| YTD | +20.1% | +52.2% | -32.1% | +9.8% |
| 1Y | +23.1% | +23.9% | -0.8% | +16.7% |
| 3Y | -8.8% | +10.1% | -18.9% | -13.2% |
| 5Y | -1.4% | +13.2% | -14.6% | -8.8% |
| 10Y | +60.5% | +160.7% | -100.2% | +21.9% |
| All | +60.5% | +157.1% | -96.6% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling