+1,749.1%
BMY vs CHD
+10,220.8%
-8,471.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.9% |
| 7D | +0.4% | -2.7% | +3.0% | +1.0% |
| 30D | +5.0% | -4.6% | +9.6% | +6.1% |
| 3M | +19.4% | +5.0% | +14.4% | +18.0% |
| 6M | +9.5% | -3.2% | +12.7% | +10.1% |
| YTD | +28.1% | +18.6% | +9.4% | +22.9% |
| 1Y | +50.0% | +4.8% | +45.2% | +47.8% |
| 3Y | +24.1% | +6.1% | +17.9% | +21.4% |
| 5Y | +25.0% | +24.0% | +1.0% | +17.3% |
| 10Y | +68.7% | +124.5% | -55.8% | +36.7% |
| All | +1,749.1% | +10,220.8% | -8,471.7% | +632.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling