+109.8%
BMY vs CDW
+933.5%
-823.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.4% |
| 7D | -0.5% | +2.1% | -2.6% | -1.0% |
| 30D | +4.1% | +14.7% | -10.7% | +1.1% |
| 3M | -2.1% | +11.1% | -13.2% | -4.7% |
| 6M | +12.2% | +45.6% | -33.4% | +2.7% |
| YTD | +20.3% | +17.1% | +3.2% | +14.1% |
| 1Y | +39.2% | +13.2% | +26.0% | +32.8% |
| 3Y | +35.6% | -22.2% | +57.8% | +37.7% |
| 5Y | +28.6% | -10.1% | +38.7% | +23.7% |
| 10Y | +73.9% | +307.0% | -233.1% | +10.1% |
| All | +109.8% | +933.5% | -823.7% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling