+60.7%
BMY vs CBOE
+368.5%
-307.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.3% |
| 7D | -4.8% | -5.8% | +1.1% | -3.7% |
| 30D | -0.1% | -3.1% | +3.1% | +0.4% |
| 3M | +13.1% | -4.8% | +17.9% | +13.6% |
| 6M | +8.4% | -0.6% | +9.0% | +7.2% |
| YTD | +22.0% | +12.8% | +9.2% | +17.2% |
| 1Y | +40.3% | +19.8% | +20.5% | +32.8% |
| 3Y | +20.5% | +86.9% | -66.4% | +2.6% |
| 5Y | +23.7% | +136.5% | -112.8% | -1.1% |
| All | +60.7% | +368.5% | -307.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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