+121.6%
BMY vs CNH
+64.7%
+57.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.9% | -2.5% |
| 7D | +0.4% | +23.3% | -22.9% | -2.9% |
| 30D | +5.0% | +33.5% | -28.4% | +0.2% |
| 3M | +19.4% | +32.7% | -13.3% | +13.8% |
| 6M | +9.5% | +22.2% | -12.6% | +5.3% |
| YTD | +28.1% | +57.7% | -29.6% | +18.2% |
| 1Y | +50.0% | +28.0% | +22.0% | +42.7% |
| 3Y | +24.1% | +11.5% | +12.5% | +18.9% |
| 5Y | +25.0% | +11.9% | +13.1% | +16.9% |
| 10Y | +68.7% | +162.8% | -94.1% | +28.8% |
| All | +121.6% | +64.7% | +57.0% | +86.1% |
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