+459.4%
BMY vs CF
+5,277.9%
-4,818.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -2.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +5.9% | +2.2% | +3.7% | +5.6% |
| 3M | -0.8% | +2.1% | -2.9% | -1.3% |
| 6M | +12.1% | -6.5% | +18.6% | +12.4% |
| YTD | +21.0% | +55.6% | -34.6% | +12.8% |
| 1Y | +40.4% | +42.3% | -1.9% | +32.4% |
| 3Y | +36.3% | +55.7% | -19.5% | +25.5% |
| 5Y | +29.3% | +122.4% | -93.2% | +10.7% |
| 10Y | +74.8% | +568.5% | -493.7% | +23.6% |
| All | +459.4% | +5,277.9% | -4,818.5% | +150.4% |
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