+1,749.1%
BMY vs CAG
+604.9%
+1,144.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +0.4% | -3.8% | +4.2% | +1.4% |
| 30D | +5.0% | +3.1% | +1.9% | +4.0% |
| 3M | +19.4% | +23.5% | -4.1% | +11.9% |
| 6M | +9.5% | -14.8% | +24.4% | +13.9% |
| YTD | +28.1% | -5.4% | +33.5% | +28.8% |
| 1Y | +50.0% | -11.8% | +61.8% | +53.7% |
| 3Y | +24.1% | -36.7% | +60.7% | +38.5% |
| 5Y | +25.0% | -40.3% | +65.3% | +40.6% |
| 10Y | +68.7% | -37.0% | +105.7% | +76.0% |
| All | +1,749.1% | +604.9% | +1,144.3% | +687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling