+45.6%
BMY vs CME
+19.8%
+25.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.9% |
| 7D | +6.0% | +4.8% | +1.1% | +5.4% |
| 30D | +9.1% | +14.2% | -5.0% | +7.9% |
| 3M | -2.6% | +17.9% | -20.5% | -4.0% |
| 6M | +13.1% | +7.2% | +5.9% | +11.8% |
| YTD | +23.0% | +16.7% | +6.3% | +22.6% |
| 1Y | +45.6% | +19.6% | +26.0% | +44.6% |
| All | +45.6% | +19.8% | +25.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling