+64.6%
BMY vs COO
+36.7%
+27.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | +1.2% |
| 7D | -4.8% | -9.0% | +4.2% | -2.5% |
| 30D | -0.7% | -16.8% | +16.2% | +4.1% |
| 3M | +15.3% | -7.5% | +22.8% | +17.5% |
| 6M | +8.5% | -16.3% | +24.8% | +13.3% |
| YTD | +23.4% | -22.5% | +46.0% | +31.3% |
| 1Y | +42.9% | -7.0% | +49.9% | +44.7% |
| 3Y | +22.0% | -27.5% | +49.4% | +28.9% |
| 5Y | +24.3% | -43.3% | +67.6% | +39.1% |
| 10Y | +64.6% | +37.6% | +27.0% | +39.5% |
| All | +64.6% | +36.7% | +27.9% | +39.5% |
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