+61.0%
BMY vs CHD
+125.6%
-64.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -6.4% | -4.7% | -1.7% | -5.1% |
| 30D | +0.2% | -8.3% | +8.5% | +2.6% |
| 3M | +16.0% | -4.0% | +20.0% | +17.2% |
| 6M | +8.3% | -6.5% | +14.8% | +10.1% |
| YTD | +22.2% | +13.1% | +9.1% | +17.8% |
| 1Y | +41.7% | +2.3% | +39.4% | +40.2% |
| 3Y | +20.7% | +1.8% | +18.9% | +19.1% |
| 5Y | +23.9% | +20.6% | +3.4% | +15.6% |
| All | +61.0% | +125.6% | -64.6% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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