+220.8%
BMY vs CG
+351.2%
-130.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.6% |
| 7D | +0.4% | -4.3% | +4.7% | +1.0% |
| 30D | +5.0% | -5.1% | +10.1% | +5.8% |
| 3M | +19.4% | +8.7% | +10.7% | +17.7% |
| 6M | +9.5% | -9.2% | +18.8% | +10.7% |
| YTD | +28.1% | -18.9% | +46.9% | +31.1% |
| 1Y | +50.0% | -25.6% | +75.6% | +55.1% |
| 3Y | +24.1% | +57.3% | -33.2% | +11.9% |
| 5Y | +25.0% | +10.2% | +14.8% | +16.4% |
| 10Y | +68.7% | +364.2% | -295.6% | +14.6% |
| All | +220.8% | +351.2% | -130.4% | +114.0% |
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