+1,749.1%
BMY vs COP
+4,537.2%
-2,788.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.6% |
| 7D | +0.4% | +3.0% | -2.6% | -0.2% |
| 30D | +5.0% | +17.5% | -12.5% | +1.5% |
| 3M | +19.4% | +13.4% | +6.0% | +16.1% |
| 6M | +9.5% | +17.7% | -8.2% | +5.3% |
| YTD | +28.1% | +46.6% | -18.5% | +17.3% |
| 1Y | +50.0% | +44.6% | +5.4% | +37.5% |
| 3Y | +24.1% | +20.7% | +3.4% | +16.5% |
| 5Y | +25.0% | +185.0% | -160.1% | -5.5% |
| 10Y | +68.7% | +347.0% | -278.3% | +5.3% |
| All | +1,749.1% | +4,537.2% | -2,788.1% | +532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling