+23.9%
BMY vs CBOE
+145.0%
-121.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.8% |
| 7D | -6.4% | -3.7% | -2.7% | -5.9% |
| 30D | +0.2% | +2.0% | -1.7% | -0.1% |
| 3M | +16.0% | -4.2% | +20.2% | +16.3% |
| 6M | +8.3% | +1.2% | +7.1% | +7.2% |
| YTD | +22.2% | +15.4% | +6.8% | +17.8% |
| 1Y | +41.7% | +23.5% | +18.2% | +34.7% |
| 3Y | +20.7% | +93.2% | -72.5% | +5.8% |
| 5Y | +23.9% | +142.0% | -118.0% | +3.2% |
| All | +23.9% | +145.0% | -121.0% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling