+1,673.5%
BMY vs CLX
+2,867.3%
-1,193.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.5% |
| 7D | +2.1% | +9.5% | -7.4% | -0.6% |
| 30D | +7.0% | +30.7% | -23.7% | -0.9% |
| 3M | -0.9% | +4.2% | -5.1% | -2.3% |
| 6M | +14.9% | +22.1% | -7.2% | +7.7% |
| YTD | +22.8% | +14.1% | +8.8% | +17.0% |
| 1Y | +36.2% | +10.3% | +25.9% | +30.9% |
| 3Y | +45.7% | -7.8% | +53.5% | +46.2% |
| 5Y | +31.3% | -20.8% | +52.1% | +34.5% |
| 10Y | +60.6% | +31.9% | +28.7% | +34.7% |
| All | +1,673.5% | +2,867.3% | -1,193.8% | +439.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling