+22.5%
BMY vs CG
+56.8%
-34.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -3.0% |
| 7D | -3.3% | -1.3% | -2.1% | -3.2% |
| 30D | 0.0% | -3.2% | +3.1% | +0.3% |
| 3M | +17.7% | +6.2% | +11.5% | +17.0% |
| 6M | +9.6% | -4.7% | +14.3% | +9.9% |
| YTD | +24.0% | -20.6% | +44.6% | +26.0% |
| 1Y | +45.1% | -26.4% | +71.5% | +48.2% |
| 3Y | +22.5% | +55.4% | -32.9% | +15.1% |
| All | +22.5% | +56.8% | -34.3% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling