+20.6%
BMY vs CEG
+717.5%
-696.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -3.3% | +6.7% | -10.0% | -3.3% |
| 30D | 0.0% | +11.0% | -11.0% | -0.1% |
| 3M | +17.7% | +19.5% | -1.8% | +17.7% |
| 6M | +9.6% | -5.9% | +15.5% | +9.6% |
| YTD | +24.0% | -15.0% | +39.0% | +23.9% |
| 1Y | +45.1% | +0.6% | +44.5% | +45.0% |
| 3Y | +22.5% | +180.6% | -158.1% | +15.9% |
| All | +20.6% | +717.5% | -696.9% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling