+50.0%
BMY vs CAG
-13.1%
+63.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | +0.4% | -3.8% | +4.2% | +1.1% |
| 30D | +5.0% | +3.1% | +1.9% | +4.2% |
| 3M | +19.4% | +23.5% | -4.1% | +13.6% |
| 6M | +9.5% | -14.8% | +24.4% | +12.6% |
| YTD | +28.1% | -5.4% | +33.5% | +28.7% |
| 1Y | +50.0% | -11.8% | +61.8% | +55.8% |
| All | +50.0% | -13.1% | +63.1% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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