+60.1%
BMY vs CAG
-37.3%
+97.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.5% | +1.5% |
| 7D | +2.1% | -3.3% | +5.4% | +2.8% |
| 30D | +7.0% | +7.7% | -0.7% | +5.3% |
| 3M | -0.9% | -3.2% | +2.3% | -0.4% |
| 6M | +14.9% | +7.0% | +8.0% | +12.8% |
| YTD | +22.8% | -9.0% | +31.8% | +24.2% |
| 1Y | +36.2% | -9.6% | +45.8% | +37.9% |
| 3Y | +45.7% | -36.0% | +81.7% | +57.6% |
| 5Y | +31.3% | -40.9% | +72.1% | +43.6% |
| All | +60.1% | -37.3% | +97.3% | +66.3% |
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