+202.3%
BMY vs CG
+278.1%
-75.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.3% | -0.3% |
| 7D | -1.3% | -1.5% | +0.2% | -1.1% |
| 30D | +10.0% | +5.7% | +4.3% | +9.0% |
| 3M | -1.2% | -17.9% | +16.7% | +1.5% |
| 6M | +12.8% | -20.2% | +33.0% | +16.1% |
| YTD | +20.7% | -32.0% | +52.7% | +26.6% |
| 1Y | +32.6% | -27.0% | +59.6% | +37.6% |
| 3Y | +41.8% | +42.8% | -0.9% | +29.6% |
| 5Y | +29.0% | -23.4% | +52.4% | +27.8% |
| 10Y | +57.8% | +278.2% | -220.4% | +10.5% |
| All | +202.3% | +278.1% | -75.8% | +106.6% |
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