+37.3%
BMY vs CL
+27.9%
+9.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.9% |
| 3M | -3.0% | +5.6% | -8.6% | -5.0% |
| 6M | +13.1% | +13.2% | -0.1% | +8.2% |
| YTD | +20.3% | +26.9% | -6.6% | +14.7% |
| All | +37.3% | +27.9% | +9.4% | +30.3% |
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