+60.1%
BMY vs CF
+479.1%
-419.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.8% |
| 7D | +2.1% | +4.8% | -2.7% | +1.6% |
| 30D | +7.0% | +4.7% | +2.3% | +6.4% |
| 3M | -0.9% | +7.4% | -8.3% | -1.8% |
| 6M | +14.9% | +0.6% | +14.3% | +14.5% |
| YTD | +22.8% | +64.1% | -41.3% | +14.4% |
| 1Y | +36.2% | +51.4% | -15.2% | +28.1% |
| 3Y | +45.7% | +67.8% | -22.1% | +33.4% |
| 5Y | +31.3% | +114.1% | -82.9% | +12.6% |
| All | +60.1% | +479.1% | -419.0% | +17.5% |
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