+403.3%
BMY vs CAPR
-99.1%
+502.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | +0.4% | -2.0% | +2.3% | +0.4% |
| 30D | +5.0% | +139.2% | -134.2% | +3.9% |
| 3M | +19.4% | -66.4% | +85.8% | +19.9% |
| 6M | +9.5% | -63.1% | +72.7% | +9.8% |
| YTD | +28.1% | -67.4% | +95.5% | +28.5% |
| 1Y | +50.0% | +58.2% | -8.3% | +44.7% |
| 3Y | +24.1% | +42.2% | -18.1% | +18.8% |
| 5Y | +25.0% | +87.3% | -62.3% | +19.0% |
| 10Y | +68.7% | -75.3% | +143.9% | +57.5% |
| All | +403.3% | -99.1% | +502.4% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling