+60.7%
BMY vs CAG
-36.2%
+96.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -4.8% | -5.7% | +0.9% | -3.6% |
| 30D | -0.1% | -2.4% | +2.3% | +0.4% |
| 3M | +13.1% | +9.8% | +3.3% | +10.7% |
| 6M | +8.4% | -10.8% | +19.2% | +10.5% |
| YTD | +22.0% | -10.8% | +32.8% | +23.9% |
| 1Y | +40.3% | -19.0% | +59.2% | +45.2% |
| 3Y | +20.5% | -39.7% | +60.2% | +31.4% |
| 5Y | +23.7% | -43.0% | +66.7% | +35.8% |
| All | +60.7% | -36.2% | +96.9% | +73.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling