+65.3%
BMY vs CDW
+267.9%
-202.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.2% | +2.0% | -2.2% |
| 7D | -3.3% | -3.9% | +0.5% | -2.6% |
| 30D | 0.0% | +6.9% | -6.9% | -1.4% |
| 3M | +17.7% | +7.7% | +10.0% | +15.7% |
| 6M | +9.6% | +18.3% | -8.7% | +4.6% |
| YTD | +24.0% | +7.8% | +16.2% | +20.3% |
| 1Y | +45.1% | -12.2% | +57.3% | +46.4% |
| 3Y | +22.5% | -28.9% | +51.4% | +26.9% |
| 5Y | +22.3% | -22.8% | +45.1% | +22.2% |
| All | +65.3% | +267.9% | -202.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling