+64.6%
BMY vs COP
+334.3%
-269.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -4.8% | -0.5% | -4.3% | -4.7% |
| 30D | -0.7% | +11.7% | -12.4% | -2.3% |
| 3M | +15.3% | +17.7% | -2.4% | +12.4% |
| 6M | +8.5% | +18.3% | -9.8% | +5.4% |
| YTD | +23.4% | +49.1% | -25.6% | +15.4% |
| 1Y | +42.9% | +53.3% | -10.4% | +32.9% |
| 3Y | +22.0% | +22.2% | -0.2% | +16.2% |
| 5Y | +24.3% | +193.3% | -169.0% | +0.5% |
| 10Y | +64.6% | +340.2% | -275.6% | +21.5% |
| All | +64.6% | +334.3% | -269.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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