+42.9%
BMY vs CF
+62.9%
-20.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.0% |
| 7D | +1.8% | +4.8% | -3.0% | +1.7% |
| 30D | +6.2% | +9.7% | -3.5% | +6.2% |
| 3M | -2.1% | +1.2% | -3.4% | -2.1% |
| 6M | +14.3% | +7.4% | +6.9% | +14.2% |
| YTD | +21.6% | +60.5% | -38.9% | +17.1% |
| 1Y | +38.8% | +50.7% | -12.0% | +34.4% |
| 3Y | +42.9% | +64.8% | -21.9% | +28.6% |
| All | +42.9% | +62.9% | -20.0% | +28.6% |
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