+344.5%
BMY vs CBOE
+1,025.9%
-681.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.9% |
| 7D | -3.3% | -4.6% | +1.3% | -2.4% |
| 30D | 0.0% | +2.6% | -2.7% | -0.7% |
| 3M | +17.7% | +4.9% | +12.8% | +15.9% |
| 6M | +9.6% | -2.2% | +11.8% | +8.9% |
| YTD | +24.0% | +17.7% | +6.3% | +18.2% |
| 1Y | +45.1% | +26.1% | +19.0% | +36.1% |
| 3Y | +22.5% | +97.1% | -74.6% | +3.5% |
| 5Y | +22.3% | +149.2% | -126.9% | -2.8% |
| 10Y | +62.0% | +385.1% | -323.1% | +7.6% |
| All | +344.5% | +1,025.9% | -681.5% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling