+40.3%
BMY vs CNC
+84.7%
-44.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.2% |
| 7D | -4.8% | -0.9% | -3.8% | -4.8% |
| 30D | -0.1% | -1.0% | +0.9% | -0.1% |
| 3M | +13.1% | +4.5% | +8.6% | +13.1% |
| 6M | +8.4% | +85.2% | -76.8% | +8.2% |
| YTD | +22.0% | +61.4% | -39.4% | +21.8% |
| 1Y | +40.3% | +94.9% | -54.6% | +40.7% |
| All | +40.3% | +84.7% | -44.4% | +40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling