+62.0%
BMY vs CMS
+117.1%
-55.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -3.3% | +1.2% | -4.6% | -3.7% |
| 30D | 0.0% | -3.2% | +3.1% | +1.0% |
| 3M | +17.7% | -2.2% | +19.9% | +18.5% |
| 6M | +9.6% | -9.4% | +19.1% | +13.1% |
| YTD | +24.0% | +0.7% | +23.3% | +23.6% |
| 1Y | +45.1% | +0.4% | +44.8% | +44.7% |
| 3Y | +22.5% | +35.2% | -12.7% | +11.1% |
| 5Y | +22.3% | +24.1% | -1.8% | +12.6% |
| 10Y | +62.0% | +115.8% | -53.8% | +42.8% |
| All | +62.0% | +117.1% | -55.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling