+1,749.1%
BMY vs CMS
+457.8%
+1,291.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +5.0% | -3.6% | +8.6% | +5.9% |
| 3M | +19.4% | -1.9% | +21.3% | +19.9% |
| 6M | +9.5% | -11.0% | +20.5% | +12.7% |
| YTD | +28.1% | +0.2% | +27.9% | +27.9% |
| 1Y | +50.0% | -1.3% | +51.3% | +50.3% |
| 3Y | +24.1% | +35.9% | -11.9% | +14.6% |
| 5Y | +25.0% | +23.1% | +1.9% | +17.4% |
| 10Y | +68.7% | +117.9% | -49.3% | +36.1% |
| All | +1,749.1% | +457.8% | +1,291.3% | +1,063.7% |
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