+58.2%
BMY vs CB
+246.9%
-188.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +6.2% | +8.2% | -2.0% | +3.7% |
| 3M | -2.1% | +6.3% | -8.4% | -4.0% |
| 6M | +14.3% | +16.2% | -1.9% | +8.9% |
| YTD | +21.6% | +19.3% | +2.3% | +14.8% |
| 1Y | +38.8% | +29.2% | +9.6% | +27.8% |
| 3Y | +42.9% | +71.4% | -28.5% | +20.2% |
| 5Y | +30.1% | +104.2% | -74.2% | +2.6% |
| 10Y | +58.2% | +246.7% | -188.5% | +7.3% |
| All | +58.2% | +246.9% | -188.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling