+42.9%
BMY vs CEG
-1.7%
+44.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -4.8% | +1.3% | -6.1% | -4.8% |
| 30D | -0.7% | +8.8% | -9.5% | -0.8% |
| 3M | +15.3% | +17.0% | -1.6% | +14.8% |
| 6M | +8.5% | -8.7% | +17.3% | +8.3% |
| YTD | +23.4% | -16.4% | +39.9% | +22.8% |
| 1Y | +42.9% | -1.8% | +44.7% | +34.8% |
| All | +42.9% | -1.7% | +44.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling