+62.0%
BMY vs CB
+214.7%
-152.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -2.7% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | 0.0% | -3.9% | +3.9% | +1.2% |
| 3M | +17.7% | +4.9% | +12.8% | +15.8% |
| 6M | +9.6% | +3.3% | +6.4% | +8.4% |
| YTD | +24.0% | +8.5% | +15.5% | +20.5% |
| 1Y | +45.1% | +22.1% | +23.0% | +35.9% |
| 3Y | +22.5% | +70.1% | -47.6% | +3.4% |
| 5Y | +22.3% | +97.4% | -75.1% | -2.4% |
| 10Y | +62.0% | +216.8% | -154.9% | +10.0% |
| All | +62.0% | +214.7% | -152.7% | +10.0% |
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