+57.5%
BMY vs CF
+546.3%
-488.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -0.9% | -0.5% | -1.4% |
| 30D | +5.1% | +6.9% | -1.8% | +4.3% |
| 3M | -3.0% | +4.8% | -7.8% | -3.7% |
| 6M | +13.1% | +4.7% | +8.4% | +12.0% |
| YTD | +20.3% | +56.5% | -36.2% | +12.6% |
| 1Y | +39.0% | +48.4% | -9.4% | +30.9% |
| 3Y | +42.0% | +59.1% | -17.2% | +30.7% |
| 5Y | +28.5% | +109.5% | -81.0% | +10.3% |
| 10Y | +57.5% | +487.0% | -429.4% | +16.5% |
| All | +57.5% | +546.3% | -488.7% | +16.5% |
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