+372.9%
BMY vs CAPR
-99.0%
+471.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.4% | -9.4% | -0.1% |
| 7D | -1.4% | +36.0% | -37.4% | -1.7% |
| 30D | +5.1% | +25.8% | -20.7% | +4.8% |
| 3M | -3.0% | +140.8% | -143.8% | -4.1% |
| 6M | +13.1% | -67.6% | +80.6% | +13.4% |
| YTD | +20.3% | -65.9% | +86.2% | +20.6% |
| 1Y | +39.0% | +66.1% | -27.1% | +34.0% |
| 3Y | +42.0% | +256.9% | -214.9% | +35.0% |
| 5Y | +28.5% | +172.1% | -143.6% | +22.0% |
| 10Y | +57.5% | -64.7% | +122.2% | +46.7% |
| All | +372.9% | -99.0% | +471.9% | +329.9% |
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