+60.7%
BMY vs COR
+406.5%
-345.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -4.8% | -2.8% | -1.9% | -4.0% |
| 30D | -0.1% | +2.6% | -2.6% | -0.8% |
| 3M | +13.1% | +14.5% | -1.4% | +8.5% |
| 6M | +8.4% | -7.8% | +16.2% | +10.0% |
| YTD | +22.0% | -4.2% | +26.2% | +21.9% |
| 1Y | +40.3% | +7.0% | +33.3% | +35.2% |
| 3Y | +20.5% | +85.5% | -65.0% | -3.4% |
| 5Y | +23.7% | +181.2% | -157.5% | -13.9% |
| All | +60.7% | +406.5% | -345.7% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling