+57.3%
BMY vs CAPR
-63.2%
+120.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.7% | +7.8% | -0.8% |
| 7D | -1.3% | +19.1% | -20.4% | -1.6% |
| 30D | +10.0% | +48.8% | -38.9% | +9.3% |
| 3M | -1.2% | +144.4% | -145.5% | -2.6% |
| 6M | +12.8% | -67.5% | +80.3% | +13.3% |
| YTD | +20.7% | -64.5% | +85.2% | +20.9% |
| 1Y | +32.6% | +74.4% | -41.8% | +26.4% |
| 3Y | +41.8% | +265.7% | -223.9% | +32.9% |
| 5Y | +29.0% | +196.0% | -167.0% | +20.5% |
| All | +57.3% | -63.2% | +120.4% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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