+372.9%
BMY vs CAPR
-99.1%
+472.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.2% | -1.6% |
| 7D | -0.5% | +41.1% | -41.6% | -0.9% |
| 30D | +4.1% | +11.1% | -7.0% | +3.9% |
| 3M | -2.1% | +115.3% | -117.4% | -3.1% |
| 6M | +12.2% | -73.8% | +86.0% | +12.8% |
| YTD | +20.3% | -68.8% | +89.1% | +20.7% |
| 1Y | +39.2% | +43.3% | -4.1% | +34.4% |
| 3Y | +35.6% | +214.7% | -179.1% | +29.1% |
| 5Y | +28.6% | +141.3% | -112.7% | +22.1% |
| 10Y | +73.9% | -67.0% | +140.9% | +62.0% |
| All | +372.9% | -99.1% | +472.0% | +330.3% |
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