+30.9%
BMY vs CB
+107.6%
-76.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.4% |
| 7D | +2.1% | +2.9% | -0.9% | +1.1% |
| 30D | +7.0% | +7.3% | -0.3% | +4.7% |
| 3M | -0.9% | +9.4% | -10.3% | -3.6% |
| 6M | +14.9% | +19.6% | -4.7% | +8.5% |
| YTD | +22.8% | +21.5% | +1.3% | +15.3% |
| 1Y | +36.2% | +28.0% | +8.2% | +25.8% |
| 3Y | +45.7% | +74.9% | -29.2% | +23.0% |
| All | +30.9% | +107.6% | -76.7% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling