+60.1%
BMY vs CHRW
+128.6%
-68.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.1% | +7.3% | -5.2% | +1.0% |
| 30D | +7.0% | -3.6% | +10.6% | +7.4% |
| 3M | -0.9% | -9.6% | +8.7% | +0.3% |
| 6M | +14.9% | -17.0% | +31.9% | +16.9% |
| YTD | +22.8% | -15.4% | +38.2% | +23.6% |
| 1Y | +36.2% | -10.0% | +46.2% | +35.6% |
| 3Y | +45.7% | +82.2% | -36.5% | +26.2% |
| 5Y | +31.3% | +59.4% | -28.1% | +14.0% |
| All | +60.1% | +128.6% | -68.6% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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