+1,659.0%
BMY vs CNP
+1,890.9%
-232.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +9.3% | +5.0% | +4.2% | +8.1% |
| 3M | -0.1% | +2.7% | -2.7% | -0.7% |
| 6M | +15.5% | -1.9% | +17.4% | +15.8% |
| YTD | +21.8% | +8.8% | +13.1% | +19.5% |
| 1Y | +34.9% | +5.6% | +29.2% | +33.1% |
| 3Y | +43.2% | +63.2% | -20.0% | +28.6% |
| 5Y | +30.7% | +73.8% | -43.0% | +15.2% |
| 10Y | +59.3% | +144.0% | -84.7% | +26.6% |
| All | +1,659.0% | +1,890.9% | -232.0% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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