-3.4%
BDX vs CNH
+7.1%
-10.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.6% | +2.5% | -2.1% |
| 7D | -4.3% | +8.8% | -13.1% | -5.8% |
| 30D | +1.3% | +24.7% | -23.4% | -2.8% |
| 3M | +20.2% | +27.3% | -7.1% | +14.7% |
| 6M | +8.6% | +23.2% | -14.5% | +3.8% |
| YTD | +19.0% | +48.9% | -30.0% | +10.0% |
| 1Y | +21.2% | +19.4% | +1.8% | +15.9% |
| 3Y | -9.7% | +7.8% | -17.5% | -13.3% |
| 5Y | -3.4% | +8.7% | -12.1% | -9.0% |
| All | -3.4% | +7.1% | -10.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling