+110.4%
BMY vs CNH
+40.2%
+70.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.4% | +5.4% | +1.7% |
| 7D | +1.8% | +4.5% | -2.8% | +0.9% |
| 30D | +6.2% | +7.6% | -1.4% | +4.8% |
| 3M | -2.1% | +17.0% | -19.1% | -5.0% |
| 6M | +14.3% | +12.9% | +1.3% | +11.0% |
| YTD | +21.6% | +34.3% | -12.6% | +14.7% |
| 1Y | +38.8% | +28.5% | +10.3% | +31.6% |
| 3Y | +42.9% | +31.9% | +11.1% | +33.0% |
| 5Y | +30.1% | -9.6% | +39.7% | +25.6% |
| 10Y | +58.2% | +106.3% | -48.1% | +25.0% |
| All | +110.4% | +40.2% | +70.2% | +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