+1,637.4%
BMY vs CNP
+1,881.7%
-244.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -1.4% | -4.3% | +2.9% | -0.5% |
| 30D | +5.1% | +5.7% | -0.6% | +3.9% |
| 3M | -3.0% | +0.9% | -3.9% | -3.3% |
| 6M | +13.1% | -1.1% | +14.1% | +13.2% |
| YTD | +20.3% | +8.3% | +12.1% | +18.2% |
| 1Y | +39.0% | +5.9% | +33.1% | +37.1% |
| 3Y | +42.0% | +64.6% | -22.6% | +27.3% |
| 5Y | +28.5% | +74.6% | -46.0% | +13.2% |
| 10Y | +57.5% | +139.8% | -82.3% | +25.6% |
| All | +1,637.4% | +1,881.7% | -244.3% | +543.5% |
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