+45.7%
BMY vs CHD
+31.2%
+14.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | +2.1% | +3.6% | -1.6% | +0.8% |
| 30D | +7.0% | +10.4% | -3.4% | +3.4% |
| 3M | -0.9% | +12.2% | -13.0% | -4.8% |
| 6M | +14.9% | +19.9% | -5.0% | +7.7% |
| YTD | +22.8% | +36.4% | -13.6% | +10.2% |
| 1Y | +36.2% | +35.1% | +1.1% | +22.6% |
| 3Y | +45.7% | +29.2% | +16.5% | +37.3% |
| All | +45.7% | +31.2% | +14.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling