+34.2%
BMY vs CF
+57.7%
-23.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -0.5% | -3.2% | +2.6% | -0.5% |
| 30D | +4.1% | +4.3% | -0.2% | +4.1% |
| 3M | -3.1% | +2.8% | -5.9% | -3.1% |
| 6M | +11.0% | +0.6% | +10.4% | +11.0% |
| YTD | +19.1% | +56.6% | -37.5% | +14.8% |
| 1Y | +37.8% | +49.6% | -11.8% | +33.3% |
| 3Y | +34.2% | +61.5% | -27.3% | +21.2% |
| All | +34.2% | +57.7% | -23.5% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling