+68.0%
BMY vs CF
+575.3%
-507.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.5% |
| 7D | +0.4% | +6.0% | -5.6% | -0.3% |
| 30D | +5.0% | +14.8% | -9.8% | +3.4% |
| 3M | +19.4% | +14.1% | +5.3% | +17.5% |
| 6M | +9.5% | +28.5% | -19.0% | +5.5% |
| YTD | +28.1% | +74.9% | -46.9% | +18.6% |
| 1Y | +50.0% | +61.7% | -11.7% | +39.9% |
| 3Y | +24.1% | +80.3% | -56.3% | +12.7% |
| 5Y | +25.0% | +226.0% | -201.0% | +0.2% |
| All | +68.0% | +575.3% | -507.3% | +15.7% |
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