+24.3%
BMY vs CHD
+19.3%
+5.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -4.8% | -4.2% | -0.6% | -3.6% |
| 30D | -0.7% | -7.6% | +6.9% | +1.6% |
| 3M | +15.3% | -1.6% | +16.9% | +15.7% |
| 6M | +8.5% | -6.3% | +14.9% | +10.3% |
| YTD | +23.4% | +14.6% | +8.9% | +18.5% |
| 1Y | +42.9% | +1.6% | +41.3% | +41.8% |
| 3Y | +22.0% | +3.1% | +18.8% | +20.7% |
| 5Y | +24.3% | +21.1% | +3.3% | +9.4% |
| All | +24.3% | +19.3% | +5.0% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling