+123.3%
BMY vs CDW
+903.1%
-779.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | +3.2% | -2.8% | -0.3% |
| 30D | +5.0% | +9.3% | -4.3% | +3.0% |
| 3M | +19.4% | +9.8% | +9.6% | +16.7% |
| 6M | +9.5% | +23.3% | -13.8% | +3.4% |
| YTD | +28.1% | +13.7% | +14.4% | +22.7% |
| 1Y | +50.0% | -6.5% | +56.5% | +49.4% |
| 3Y | +24.1% | -25.2% | +49.3% | +27.5% |
| 5Y | +25.0% | -19.5% | +44.5% | +23.9% |
| 10Y | +68.7% | +285.8% | -217.2% | +8.5% |
| All | +123.3% | +903.1% | -779.8% | +33.3% |
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 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