+50.0%
BMY vs CRH
-14.7%
+64.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.2% |
| 7D | +0.4% | -1.7% | +2.0% | +0.6% |
| 30D | +5.0% | -5.4% | +10.4% | +5.8% |
| 3M | +19.4% | -11.2% | +30.6% | +21.3% |
| 6M | +9.5% | -15.8% | +25.4% | +12.4% |
| YTD | +28.1% | -23.6% | +51.7% | +32.2% |
| 1Y | +50.0% | -14.6% | +64.6% | +48.1% |
| All | +50.0% | -14.7% | +64.7% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 1y: compounded portfolio wealth divided by compounded CRH 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…
1y analysis · Full analysis span regression · 6 months rolling