+1,545.4%
BMY vs CB
+6,559.4%
-5,014.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.2% |
| 30D | +5.0% | -3.1% | +8.1% | +5.8% |
| 3M | +19.4% | +9.0% | +10.4% | +16.8% |
| 6M | +9.5% | +2.9% | +6.7% | +8.7% |
| YTD | +28.1% | +10.1% | +18.0% | +24.9% |
| 1Y | +50.0% | +22.8% | +27.2% | +42.3% |
| 3Y | +24.1% | +73.8% | -49.7% | +8.1% |
| 5Y | +25.0% | +99.2% | -74.2% | +4.6% |
| 10Y | +68.7% | +218.2% | -149.6% | +23.2% |
| All | +1,545.4% | +6,559.4% | -5,014.0% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling