+43.2%
BMY vs CG
-28.9%
+72.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | -4.8% | -6.4% | +1.6% | -4.0% |
| 30D | -0.7% | -7.1% | +6.4% | +0.2% |
| 3M | +15.3% | -1.6% | +16.9% | +15.8% |
| 6M | +8.5% | -8.3% | +16.9% | +9.5% |
| YTD | +23.4% | -23.8% | +47.2% | +25.5% |
| All | +43.2% | -28.9% | +72.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling