+34.9%
BMY vs CHYM
-19.7%
+54.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.4% | -0.5% |
| 7D | -4.8% | +3.4% | -8.2% | -4.8% |
| 30D | -0.7% | +12.0% | -12.7% | -0.8% |
| 3M | +15.3% | +102.4% | -87.1% | +14.7% |
| 6M | +8.5% | +52.7% | -44.1% | +8.0% |
| YTD | +23.4% | +37.3% | -13.8% | +22.7% |
| 1Y | +42.9% | +42.2% | +0.7% | +41.2% |
| All | +34.9% | -19.7% | +54.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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