+64.6%
BMY vs CHRW
+170.5%
-105.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | -4.8% | +4.1% | -8.9% | -5.4% |
| 30D | -0.7% | +1.9% | -2.6% | -1.0% |
| 3M | +15.3% | -21.2% | +36.5% | +18.8% |
| 6M | +8.5% | -16.7% | +25.2% | +10.5% |
| YTD | +23.4% | -5.4% | +28.8% | +22.4% |
| 1Y | +42.9% | +21.2% | +21.7% | +35.6% |
| 3Y | +22.0% | +86.5% | -64.5% | +5.7% |
| 5Y | +24.3% | +93.0% | -68.7% | +4.2% |
| 10Y | +64.6% | +174.5% | -109.9% | +18.9% |
| All | +64.6% | +170.5% | -105.9% | +18.9% |
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