+108.2%
BMY vs CNH
+32.2%
+76.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -2.0% |
| 7D | -0.5% | -1.7% | +1.2% | -0.3% |
| 30D | +4.1% | -7.2% | +11.3% | +5.2% |
| 3M | -2.1% | +6.5% | -8.7% | -3.5% |
| 6M | +12.2% | +7.9% | +4.3% | +9.9% |
| YTD | +20.3% | +26.6% | -6.3% | +14.6% |
| 1Y | +39.2% | +13.8% | +25.4% | +34.7% |
| 3Y | +35.6% | +9.2% | +26.4% | +30.0% |
| 5Y | +28.6% | -15.6% | +44.1% | +25.7% |
| 10Y | +73.9% | +119.2% | -45.3% | +36.4% |
| All | +108.2% | +32.2% | +76.0% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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