+244.8%
BMY vs CNC
+5,330.7%
-5,085.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.7% |
| 7D | -3.3% | -1.0% | -2.3% | -3.2% |
| 30D | 0.0% | -1.8% | +1.8% | +0.2% |
| 3M | +17.7% | -0.7% | +18.4% | +17.5% |
| 6M | +9.6% | +47.9% | -38.3% | +3.0% |
| YTD | +24.0% | +56.9% | -33.0% | +15.2% |
| 1Y | +45.1% | +123.9% | -78.8% | +27.6% |
| 3Y | +22.5% | -1.3% | +23.8% | +17.6% |
| 5Y | +22.3% | +2.8% | +19.5% | +15.6% |
| 10Y | +62.0% | +90.9% | -28.9% | +36.8% |
| All | +244.8% | +5,330.7% | -5,085.9% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling