+60.7%
BMY vs CNC
+99.9%
-39.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.4% |
| 7D | -4.8% | -0.9% | -3.8% | -4.6% |
| 30D | -0.1% | -1.0% | +0.9% | 0.0% |
| 3M | +13.1% | +4.5% | +8.6% | +12.1% |
| 6M | +8.4% | +85.2% | -76.8% | -1.5% |
| YTD | +22.0% | +61.4% | -39.4% | +12.4% |
| 1Y | +40.3% | +94.9% | -54.6% | +24.7% |
| 3Y | +20.5% | 0.0% | +20.5% | +15.8% |
| 5Y | +23.7% | +11.2% | +12.5% | +15.2% |
| All | +60.7% | +99.9% | -39.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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