+28.6%
BMY vs CDW
-10.5%
+39.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -0.5% | +2.1% | -2.6% | -0.8% |
| 30D | +4.1% | +14.7% | -10.7% | +2.4% |
| 3M | -2.1% | +11.1% | -13.2% | -3.6% |
| 6M | +12.2% | +45.6% | -33.4% | +6.7% |
| YTD | +20.3% | +17.1% | +3.2% | +17.0% |
| 1Y | +39.2% | +13.2% | +26.0% | +35.8% |
| 3Y | +35.6% | -22.2% | +57.8% | +36.5% |
| All | +28.6% | -10.5% | +39.1% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling