+492.1%
BMY vs CF
+5,948.3%
-5,456.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.4% | -1.5% |
| 7D | +0.4% | +6.0% | -5.6% | -0.4% |
| 30D | +5.0% | +14.8% | -9.8% | +3.2% |
| 3M | +19.4% | +14.1% | +5.3% | +17.3% |
| 6M | +9.5% | +28.5% | -19.0% | +5.1% |
| YTD | +28.1% | +74.9% | -46.9% | +18.0% |
| 1Y | +50.0% | +61.7% | -11.7% | +39.3% |
| 3Y | +24.1% | +80.3% | -56.3% | +12.3% |
| 5Y | +25.0% | +226.0% | -201.0% | +1.7% |
| 10Y | +68.7% | +569.9% | -501.2% | +19.3% |
| All | +492.1% | +5,948.3% | -5,456.2% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling