+18.9%
BMY vs CEG
+681.8%
-662.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -1.0% |
| 7D | -6.4% | +0.3% | -6.7% | -6.4% |
| 30D | +0.2% | +2.9% | -2.7% | +0.2% |
| 3M | +16.0% | +18.2% | -2.3% | +15.9% |
| 6M | +8.3% | -9.5% | +17.9% | +8.3% |
| YTD | +22.2% | -18.7% | +40.9% | +22.1% |
| 1Y | +41.7% | -10.1% | +51.8% | +41.5% |
| 3Y | +20.7% | +168.3% | -147.6% | +14.2% |
| All | +18.9% | +681.8% | -662.9% | +8.9% |
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