+42.9%
BMY vs CAPR
+35.4%
+7.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | -4.8% | -12.6% | +7.8% | -4.7% |
| 30D | -0.7% | +124.4% | -125.1% | -1.8% |
| 3M | +15.3% | -66.8% | +82.1% | +16.0% |
| 6M | +8.5% | -71.8% | +80.3% | +9.4% |
| YTD | +23.4% | -70.1% | +93.5% | +24.2% |
| 1Y | +42.9% | +33.3% | +9.6% | +35.7% |
| All | +42.9% | +35.4% | +7.5% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling