+354.2%
BMY vs CHRW
+4,173.0%
-3,818.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.1% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +5.0% | -3.5% | +8.5% | +5.6% |
| 3M | +19.4% | -19.4% | +38.8% | +23.4% |
| 6M | +9.5% | -21.4% | +30.9% | +13.4% |
| YTD | +28.1% | -7.1% | +35.2% | +27.6% |
| 1Y | +50.0% | +17.8% | +32.2% | +42.3% |
| 3Y | +24.1% | +78.8% | -54.7% | +6.4% |
| 5Y | +25.0% | +83.5% | -58.5% | +4.5% |
| 10Y | +68.7% | +160.2% | -91.6% | +27.9% |
| All | +354.2% | +4,173.0% | -3,818.8% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling