+22.5%
BMY vs COR
+87.4%
-65.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.9% |
| 7D | -3.3% | -1.9% | -1.4% | -3.0% |
| 30D | 0.0% | +1.5% | -1.6% | -0.3% |
| 3M | +17.7% | +18.7% | -1.0% | +14.2% |
| 6M | +9.6% | -9.0% | +18.7% | +10.8% |
| YTD | +24.0% | -3.3% | +27.3% | +23.4% |
| 1Y | +45.1% | +9.8% | +35.3% | +40.8% |
| 3Y | +22.5% | +87.4% | -64.9% | +10.1% |
| All | +22.5% | +87.4% | -65.0% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling