+28.6%
BMY vs CL
+39.7%
-11.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.7% |
| 7D | -0.5% | +1.3% | -1.9% | -1.0% |
| 30D | +4.1% | +11.4% | -7.3% | +0.1% |
| 3M | -2.1% | +4.4% | -6.6% | -3.7% |
| 6M | +12.2% | +10.8% | +1.4% | +7.9% |
| YTD | +20.3% | +25.1% | -4.8% | +10.6% |
| 1Y | +39.2% | +28.0% | +11.2% | +26.8% |
| 3Y | +35.6% | +37.6% | -2.0% | +20.0% |
| All | +28.6% | +39.7% | -11.0% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling