+1,233.4%
BMY vs COR
+17,545.2%
-16,311.8%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.4% |
| 7D | +0.4% | +2.8% | -2.4% | -0.3% |
| 30D | +5.0% | +4.5% | +0.5% | +3.8% |
| 3M | +19.4% | +22.7% | -3.3% | +13.4% |
| 6M | +9.5% | -9.7% | +19.3% | +11.4% |
| YTD | +28.1% | -1.4% | +29.5% | +27.2% |
| 1Y | +50.0% | +13.9% | +36.1% | +43.5% |
| 3Y | +24.1% | +94.0% | -69.9% | +3.5% |
| 5Y | +25.0% | +184.0% | -159.0% | -5.5% |
| 10Y | +68.7% | +406.8% | -338.1% | +7.2% |
| All | +1,233.4% | +17,545.2% | -16,311.8% | +324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling