+45.7%
BMY vs CLX
-6.4%
+52.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +2.1% | +9.5% | -7.4% | -0.6% |
| 30D | +7.0% | +30.7% | -23.7% | -1.0% |
| 3M | -0.9% | +4.2% | -5.1% | -2.2% |
| 6M | +14.9% | +22.1% | -7.2% | +7.4% |
| YTD | +22.8% | +14.1% | +8.8% | +16.9% |
| 1Y | +36.2% | +10.3% | +25.9% | +31.0% |
| 3Y | +45.7% | -7.8% | +53.5% | +48.9% |
| All | +45.7% | -6.4% | +52.1% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling