+29.4%
BMY vs COR
+197.2%
-167.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | +9.3% | +7.6% | +1.6% | +7.5% |
| 3M | -0.1% | +5.0% | -5.1% | -1.3% |
| 6M | +15.5% | +35.3% | -19.8% | +7.4% |
| YTD | +21.8% | +4.2% | +17.6% | +19.4% |
| 1Y | +34.9% | -3.4% | +38.3% | +35.0% |
| 3Y | +41.7% | +81.1% | -39.4% | +16.0% |
| 5Y | +29.4% | +195.8% | -166.4% | -13.6% |
| All | +29.4% | +197.2% | -167.8% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling