+45.7%
BMY vs CME
+65.9%
-20.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +2.1% | +3.9% | -1.9% | +1.5% |
| 30D | +7.0% | +11.3% | -4.3% | +5.3% |
| 3M | -0.9% | +19.6% | -20.4% | -3.4% |
| 6M | +14.9% | +8.1% | +6.9% | +13.5% |
| YTD | +22.8% | +20.4% | +2.4% | +18.9% |
| 1Y | +36.2% | +16.5% | +19.7% | +32.6% |
| 3Y | +45.7% | +66.4% | -20.8% | +31.3% |
| All | +45.7% | +65.9% | -20.3% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling