+40.3%
BMY vs CAH
+57.9%
-17.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | -4.8% | -5.1% | +0.3% | -3.4% |
| 30D | -0.1% | +0.2% | -0.3% | -0.1% |
| 3M | +13.1% | +6.3% | +6.8% | +11.2% |
| 6M | +8.4% | +9.4% | -1.0% | +5.8% |
| YTD | +22.0% | +15.0% | +7.0% | +16.5% |
| 1Y | +40.3% | +55.4% | -15.2% | +19.3% |
| All | +40.3% | +57.9% | -17.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling