+23.3%
BMY vs CART
+38.4%
-15.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | -0.5% | +3.0% | -3.5% | -0.6% |
| 30D | +4.1% | +28.6% | -24.5% | +3.8% |
| 3M | -2.1% | +29.1% | -31.2% | -2.4% |
| 6M | +12.2% | +44.7% | -32.5% | +11.9% |
| YTD | +20.3% | +29.2% | -8.9% | +20.0% |
| 1Y | +39.2% | +66.2% | -27.0% | +38.6% |
| 3Y | +35.6% | +112.8% | -77.2% | +31.1% |
| All | +23.3% | +38.4% | -15.1% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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