+1,749.1%
BMY vs CASY
+36,294.0%
-34,544.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +5.0% | -11.3% | +16.4% | +6.9% |
| 3M | +19.4% | -0.6% | +20.0% | +18.8% |
| 6M | +9.5% | +10.7% | -1.2% | +7.1% |
| YTD | +28.1% | +37.1% | -9.1% | +21.1% |
| 1Y | +50.0% | +52.3% | -2.3% | +39.3% |
| 3Y | +24.1% | +215.2% | -191.1% | +1.7% |
| 5Y | +25.0% | +276.5% | -251.5% | -1.1% |
| 10Y | +68.7% | +508.4% | -439.7% | +21.3% |
| All | +1,749.1% | +36,294.0% | -34,544.9% | +646.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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