+1,637.4%
BMY vs CMS
+463.7%
+1,173.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.2% |
| 30D | +4.1% | +6.3% | -2.2% | +2.5% |
| 3M | -2.1% | -2.1% | -0.1% | -1.7% |
| 6M | +12.2% | -5.1% | +17.3% | +13.6% |
| YTD | +20.3% | +1.3% | +19.1% | +19.9% |
| 1Y | +39.2% | -1.4% | +40.6% | +39.6% |
| 3Y | +35.6% | +36.9% | -1.3% | +25.2% |
| 5Y | +28.6% | +32.5% | -4.0% | +18.6% |
| 10Y | +73.9% | +126.8% | -52.9% | +39.1% |
| All | +1,637.4% | +463.7% | +1,173.8% | +990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling