+1,664.2%
BMY vs CDE
-89.9%
+1,754.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | -6.4% | -6.1% | -0.3% | -6.3% |
| 30D | +0.2% | +9.5% | -9.3% | 0.0% |
| 3M | +16.0% | +32.0% | -16.0% | +15.2% |
| 6M | +8.3% | -12.8% | +21.1% | +8.3% |
| YTD | +22.2% | +14.2% | +8.0% | +21.4% |
| 1Y | +41.7% | +36.3% | +5.4% | +40.1% |
| 3Y | +20.7% | +821.4% | -800.7% | +14.0% |
| 5Y | +23.9% | +194.3% | -170.3% | +18.7% |
| 10Y | +62.9% | +53.2% | +9.7% | +54.3% |
| All | +1,664.2% | -89.9% | +1,754.1% | +1,530.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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