+48.1%
BDX vs CNH
+10.0%
+38.2%
-7.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.7% | +1.1% |
| 7D | +1.0% | +6.4% | -5.4% | +0.2% |
| 30D | +15.1% | -1.6% | +16.8% | +15.2% |
| 3M | +18.2% | +11.6% | +6.6% | +16.2% |
| 6M | +48.1% | +12.5% | +35.6% | +44.4% |
| All | +48.1% | +10.0% | +38.2% | +44.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling