+58.2%
BMY vs CF
+494.2%
-436.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | +1.8% | +4.8% | -3.0% | +1.2% |
| 30D | +6.2% | +9.7% | -3.5% | +5.2% |
| 3M | -2.1% | +1.2% | -3.4% | -2.5% |
| 6M | +14.3% | +7.4% | +6.9% | +13.0% |
| YTD | +21.6% | +60.5% | -38.9% | +13.5% |
| 1Y | +38.8% | +50.7% | -12.0% | +30.5% |
| 3Y | +42.9% | +64.8% | -21.9% | +31.1% |
| 5Y | +30.1% | +115.8% | -85.7% | +11.3% |
| 10Y | +58.2% | +481.0% | -422.8% | +16.7% |
| All | +58.2% | +494.2% | -436.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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