+346.0%
BMY vs COPX
+200.8%
+145.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | -4.8% | +6.0% | -10.8% | -5.7% |
| 30D | -0.7% | +6.4% | -7.1% | -1.7% |
| 3M | +15.3% | +19.3% | -4.0% | +11.7% |
| 6M | +8.5% | +16.2% | -7.7% | +4.8% |
| YTD | +23.4% | +33.2% | -9.7% | +15.9% |
| 1Y | +42.9% | +90.2% | -47.3% | +26.1% |
| 3Y | +22.0% | +175.7% | -153.7% | -1.1% |
| 5Y | +24.3% | +193.1% | -168.8% | -2.7% |
| 10Y | +64.6% | +619.4% | -554.8% | +1.7% |
| All | +346.0% | +200.8% | +145.2% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling