+36.2%
BMY vs CMS
-2.7%
+38.9%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.0% |
| 7D | +2.1% | +1.7% | +0.3% | +1.2% |
| 30D | +7.0% | +6.2% | +0.8% | +4.3% |
| 3M | -0.9% | +0.6% | -1.5% | -1.0% |
| 6M | +14.9% | -1.8% | +16.7% | +16.2% |
| YTD | +22.8% | +3.8% | +19.0% | +23.8% |
| 1Y | +36.2% | -1.8% | +38.0% | +40.7% |
| All | +36.2% | -2.7% | +38.9% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling