+19.5%
BMY vs CEG
+666.0%
-646.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +2.1% | +12.1% | -10.0% | +2.2% |
| 30D | +7.0% | +0.2% | +6.8% | +7.0% |
| 3M | -0.9% | +0.7% | -1.6% | -0.8% |
| 6M | +14.9% | +2.2% | +12.7% | +15.0% |
| YTD | +22.8% | -20.3% | +43.2% | +22.8% |
| 1Y | +36.2% | -16.1% | +52.3% | +36.2% |
| 3Y | +45.7% | +134.7% | -89.0% | +39.1% |
| All | +19.5% | +666.0% | -646.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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