+202.0%
BMY vs CG
+295.0%
-93.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -2.0% | -3.8% | +1.8% | -1.5% |
| 30D | +9.3% | +7.5% | +1.8% | +8.0% |
| 3M | -0.1% | -14.4% | +14.3% | +2.0% |
| 6M | +15.5% | -15.7% | +31.1% | +17.9% |
| YTD | +21.8% | -29.0% | +50.8% | +27.0% |
| 1Y | +34.9% | -22.1% | +57.0% | +38.6% |
| 3Y | +41.7% | +49.1% | -7.4% | +28.6% |
| 5Y | +29.4% | -18.4% | +47.8% | +26.9% |
| 10Y | +57.6% | +295.1% | -237.5% | +9.7% |
| All | +202.0% | +295.0% | -93.0% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling