+12.1%
BMY vs CF
-5.0%
+17.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -1.6% |
| 7D | +2.8% | +0.4% | +2.4% | +2.9% |
| 30D | +5.9% | +2.2% | +3.7% | +6.1% |
| 3M | -0.8% | +2.1% | -2.9% | -0.6% |
| 6M | +12.1% | -6.5% | +18.6% | +12.0% |
| All | +12.1% | -5.0% | +17.1% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling