+69.7%
BMY vs CARR
+425.9%
-356.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.5% | -0.3% |
| 7D | -4.8% | +0.6% | -5.4% | -4.9% |
| 30D | -0.7% | -8.7% | +8.0% | +0.1% |
| 3M | +15.3% | -18.4% | +33.7% | +17.2% |
| 6M | +8.5% | -0.6% | +9.1% | +8.0% |
| YTD | +23.4% | +10.9% | +12.5% | +21.5% |
| 1Y | +42.9% | -7.3% | +50.2% | +42.9% |
| 3Y | +22.0% | +2.9% | +19.1% | +19.7% |
| 5Y | +24.3% | +9.6% | +14.7% | +19.7% |
| All | +69.7% | +425.9% | -356.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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