+22.3%
BMY vs CAPR
+87.6%
-65.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.1% |
| 7D | -3.3% | -9.5% | +6.2% | -3.2% |
| 30D | 0.0% | +121.5% | -121.6% | -1.6% |
| 3M | +17.7% | -65.4% | +83.1% | +18.5% |
| 6M | +9.6% | -67.5% | +77.2% | +10.3% |
| YTD | +24.0% | -68.6% | +92.6% | +24.8% |
| 1Y | +45.1% | +42.7% | +2.4% | +36.5% |
| 3Y | +22.5% | +43.4% | -20.9% | +11.6% |
| 5Y | +22.3% | +86.0% | -63.7% | +9.6% |
| All | +22.3% | +87.6% | -65.3% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling