+332.0%
BMY vs CHRW
+3,771.3%
-3,439.2%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.5% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +9.3% | -4.3% | +13.5% | +10.0% |
| 3M | -0.1% | -7.4% | +7.3% | +1.0% |
| 6M | +15.5% | -20.7% | +36.2% | +19.1% |
| YTD | +21.8% | -15.9% | +37.7% | +23.2% |
| 1Y | +34.9% | -9.9% | +44.8% | +34.6% |
| 3Y | +43.2% | +79.0% | -35.8% | +22.2% |
| 5Y | +30.7% | +61.3% | -30.6% | +11.8% |
| 10Y | +59.3% | +128.5% | -69.3% | +23.5% |
| All | +332.0% | +3,771.3% | -3,439.2% | +86.8% |
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