+1,749.1%
BMY vs CLX
+2,386.6%
-637.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +0.4% | -9.2% | +9.6% | +3.1% |
| 30D | +5.0% | -11.0% | +16.1% | +8.5% |
| 3M | +19.4% | +5.0% | +14.3% | +17.2% |
| 6M | +9.5% | -18.8% | +28.3% | +15.3% |
| YTD | +28.1% | -4.4% | +32.5% | +28.5% |
| 1Y | +50.0% | -21.9% | +71.8% | +59.1% |
| 3Y | +24.1% | -32.8% | +56.8% | +36.2% |
| 5Y | +25.0% | -34.6% | +59.5% | +35.4% |
| 10Y | +68.7% | -4.7% | +73.4% | +56.1% |
| All | +1,749.1% | +2,386.6% | -637.4% | +492.4% |
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