+58.2%
BMY vs COO
+38.3%
+19.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | +1.8% | +4.5% | -2.7% | +0.6% |
| 30D | +6.2% | +16.9% | -10.7% | +2.0% |
| 3M | -2.1% | -16.7% | +14.6% | +2.1% |
| 6M | +14.3% | +5.9% | +8.3% | +11.9% |
| YTD | +21.6% | -22.4% | +44.0% | +28.7% |
| 1Y | +38.8% | -10.1% | +48.9% | +41.4% |
| 3Y | +42.9% | -22.8% | +65.7% | +48.0% |
| 5Y | +30.1% | -41.4% | +71.5% | +43.5% |
| 10Y | +58.2% | +41.3% | +16.9% | +32.7% |
| All | +58.2% | +38.3% | +19.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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