+57.5%
BMY vs CL
+76.2%
-18.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -1.4% | +0.5% | -1.9% | -1.6% |
| 30D | +5.1% | +11.6% | -6.5% | +0.8% |
| 3M | -3.0% | +5.6% | -8.6% | -5.0% |
| 6M | +13.1% | +13.2% | -0.1% | +7.7% |
| YTD | +20.3% | +26.9% | -6.6% | +9.5% |
| 1Y | +39.0% | +27.3% | +11.7% | +26.2% |
| 3Y | +42.0% | +39.7% | +2.3% | +23.5% |
| 5Y | +28.5% | +41.3% | -12.8% | +10.3% |
| 10Y | +57.5% | +76.3% | -18.8% | +24.0% |
| All | +57.5% | +76.2% | -18.7% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling