+25.8%
BMY vs COO
-38.8%
+64.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +5.0% | -7.0% | +12.0% | +6.6% |
| 3M | +19.4% | +12.2% | +7.2% | +16.5% |
| 6M | +9.5% | -15.1% | +24.6% | +12.7% |
| YTD | +28.1% | -15.1% | +43.2% | +31.7% |
| 1Y | +50.0% | +2.3% | +47.6% | +48.7% |
| 3Y | +24.1% | -23.7% | +47.7% | +27.8% |
| All | +25.8% | -38.8% | +64.6% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling