+20.7%
BMY vs CHD
+0.5%
+20.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.6% |
| 7D | -6.4% | -4.7% | -1.7% | -5.0% |
| 30D | +0.2% | -8.3% | +8.5% | +2.8% |
| 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% | +17.7% |
| 1Y | +41.7% | +2.3% | +39.4% | +40.5% |
| All | +20.7% | +0.5% | +20.3% | +22.8% |
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