+45.1%
BMY vs CMS
-0.5%
+45.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.4% |
| 7D | -3.3% | +1.2% | -4.6% | -3.8% |
| 30D | 0.0% | -3.2% | +3.1% | +1.3% |
| 3M | +17.7% | -2.2% | +19.9% | +18.8% |
| 6M | +9.6% | -9.4% | +19.1% | +14.6% |
| YTD | +24.0% | +0.7% | +23.3% | +25.5% |
| 1Y | +45.1% | +0.4% | +44.8% | +48.2% |
| All | +45.1% | -0.5% | +45.6% | +48.2% |
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