+1,640.9%
BMY vs COP
+4,661.5%
-3,020.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | +9.3% | +0.2% | +9.0% | +9.0% |
| 3M | -0.1% | +10.2% | -10.3% | -2.4% |
| 6M | +15.5% | +20.1% | -4.6% | +10.5% |
| YTD | +21.8% | +50.5% | -28.7% | +10.6% |
| 1Y | +34.9% | +56.8% | -21.9% | +21.3% |
| 3Y | +41.7% | +30.3% | +11.4% | +30.8% |
| 5Y | +29.4% | +126.8% | -97.4% | +2.8% |
| 10Y | +57.6% | +325.0% | -267.3% | -0.4% |
| All | +1,640.9% | +4,661.5% | -3,020.6% | +490.4% |
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