+22.5%
BMY vs CAG
-36.6%
+59.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -3.3% | -5.3% | +1.9% | -1.9% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +17.7% | +17.4% | +0.4% | +11.9% |
| 6M | +9.6% | -16.8% | +26.4% | +15.3% |
| YTD | +24.0% | -6.8% | +30.8% | +25.2% |
| 1Y | +45.1% | -15.4% | +60.5% | +51.4% |
| 3Y | +22.5% | -37.1% | +59.6% | +37.6% |
| All | +22.5% | -36.6% | +59.1% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling