+30.9%
BMY vs CL
+43.4%
-12.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.1% |
| 7D | +2.1% | +3.2% | -1.1% | +0.8% |
| 30D | +7.0% | +8.0% | -1.0% | +4.0% |
| 3M | -0.9% | +7.9% | -8.7% | -3.7% |
| 6M | +14.9% | +14.7% | +0.2% | +9.1% |
| YTD | +22.8% | +29.2% | -6.3% | +11.5% |
| 1Y | +36.2% | +29.5% | +6.7% | +23.5% |
| 3Y | +45.7% | +40.7% | +5.0% | +27.9% |
| All | +30.9% | +43.4% | -12.6% | +12.2% |
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