+23.3%
BDX vs CNH
-9.2%
+32.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.1% | -0.5% |
| 7D | +7.3% | +4.5% | +2.8% | +6.3% |
| 30D | +15.7% | +7.6% | +8.1% | +14.0% |
| 3M | +19.1% | +17.0% | +2.1% | +15.1% |
| 6M | +44.1% | +12.9% | +31.2% | +39.7% |
| YTD | +42.1% | +34.3% | +7.8% | +33.2% |
| 1Y | +52.6% | +28.5% | +24.1% | +44.1% |
| 3Y | +22.6% | +31.9% | -9.3% | +13.7% |
| 5Y | +23.3% | -9.6% | +32.9% | +19.1% |
| All | +23.3% | -9.2% | +32.6% | +19.1% |
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