+28.3%
BMY vs COO
-22.0%
+50.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | +0.4% | -2.2% | +2.6% | +0.9% |
| 30D | +5.0% | -7.0% | +12.0% | +6.9% |
| 3M | +19.4% | +12.2% | +7.2% | +16.0% |
| 6M | +9.5% | -15.1% | +24.6% | +13.2% |
| YTD | +28.1% | -15.1% | +43.2% | +32.2% |
| 1Y | +50.0% | +2.3% | +47.6% | +48.4% |
| All | +28.3% | -22.0% | +50.3% | +27.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling