+60.7%
BMY vs COPX
+583.8%
-523.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -2.3% | -2.4% | -4.5% |
| 30D | -0.1% | +0.3% | -0.4% | -0.2% |
| 3M | +13.1% | +6.8% | +6.3% | +11.6% |
| 6M | +8.4% | +7.9% | +0.5% | +6.1% |
| YTD | +22.0% | +23.7% | -1.8% | +16.1% |
| 1Y | +40.3% | +71.5% | -31.2% | +26.4% |
| 3Y | +20.5% | +149.1% | -128.6% | -0.1% |
| 5Y | +23.7% | +167.3% | -143.6% | -1.4% |
| All | +60.7% | +583.8% | -523.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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