+102.3%
BDX vs CNH
+107.0%
-4.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.3% |
| 7D | +1.0% | +6.4% | -5.4% | -0.3% |
| 30D | +15.1% | -1.6% | +16.8% | +15.2% |
| 3M | +18.2% | +11.6% | +6.6% | +15.0% |
| 6M | +48.1% | +12.5% | +35.6% | +43.3% |
| YTD | +44.1% | +31.1% | +13.1% | +35.0% |
| 1Y | +46.4% | +17.0% | +29.4% | +40.0% |
| 3Y | +24.4% | +28.7% | -4.4% | +14.6% |
| 5Y | +26.1% | -17.4% | +43.5% | +23.9% |
| All | +102.3% | +107.0% | -4.8% | +76.4% |
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