+1,637.4%
BMY vs CLF
+698.4%
+939.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.0% | -7.0% | -0.6% |
| 7D | -1.4% | -14.1% | +12.7% | -0.3% |
| 30D | +5.1% | -5.5% | +10.7% | +5.2% |
| 3M | -3.0% | 0.0% | -3.0% | -3.6% |
| 6M | +13.1% | +11.3% | +1.8% | +10.7% |
| YTD | +20.3% | -7.7% | +28.0% | +18.9% |
| 1Y | +39.0% | +17.5% | +21.5% | +34.4% |
| 3Y | +42.0% | -25.4% | +67.4% | +37.7% |
| 5Y | +28.5% | -46.0% | +74.5% | +25.1% |
| 10Y | +57.5% | +80.1% | -22.5% | +26.0% |
| All | +1,637.4% | +698.4% | +939.0% | +688.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 all: compounded portfolio wealth divided by compounded CLF 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…
all analysis · Full analysis span regression · 6 months rolling