+195.4%
BDX vs CNH
+64.7%
+130.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.6% | -2.3% |
| 7D | -2.5% | +23.3% | -25.8% | -6.3% |
| 30D | +8.3% | +33.5% | -25.2% | +2.5% |
| 3M | +24.4% | +32.7% | -8.3% | +17.7% |
| 6M | +9.2% | +22.2% | -13.0% | +4.4% |
| YTD | +22.7% | +57.7% | -35.0% | +12.0% |
| 1Y | +25.9% | +28.0% | -2.1% | +19.0% |
| 3Y | -10.5% | +11.5% | -22.0% | -14.8% |
| 5Y | +1.9% | +11.9% | -9.9% | -4.9% |
| 10Y | +58.7% | +162.8% | -104.1% | +21.5% |
| All | +195.4% | +64.7% | +130.7% | +138.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling