+45.1%
BMY vs CL
+6.7%
+38.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | -3.3% | -1.4% | -2.0% | -2.9% |
| 30D | 0.0% | -5.2% | +5.2% | +1.7% |
| 3M | +17.7% | +3.3% | +14.4% | +16.6% |
| 6M | +9.6% | -4.4% | +14.0% | +10.4% |
| YTD | +24.0% | +13.9% | +10.1% | +21.5% |
| 1Y | +45.1% | +7.6% | +37.5% | +41.5% |
| All | +45.1% | +6.7% | +38.4% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling