+45.6%
BMY vs COR
+5.5%
+40.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | +0.1% | +3.4% |
| 7D | +6.0% | +9.1% | -3.2% | +4.7% |
| 30D | +9.1% | +12.4% | -3.3% | +7.6% |
| 3M | -2.6% | +15.8% | -18.4% | -4.4% |
| 6M | +13.1% | +17.1% | -3.9% | +10.1% |
| YTD | +23.0% | +5.4% | +17.6% | +20.1% |
| 1Y | +45.6% | +3.5% | +42.0% | +42.4% |
| All | +45.6% | +5.5% | +40.1% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling