+1,749.1%
BMY vs COO
+5,988.7%
-4,239.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +5.0% | -7.0% | +12.0% | +5.5% |
| 3M | +19.4% | +12.2% | +7.2% | +18.5% |
| 6M | +9.5% | -15.1% | +24.6% | +10.6% |
| YTD | +28.1% | -15.1% | +43.2% | +29.3% |
| 1Y | +50.0% | +2.3% | +47.6% | +49.6% |
| 3Y | +24.1% | -23.7% | +47.7% | +25.6% |
| 5Y | +25.0% | -38.9% | +63.9% | +27.7% |
| 10Y | +68.7% | +49.9% | +18.7% | +63.5% |
| All | +1,749.1% | +5,988.7% | -4,239.6% | +1,529.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling