+1,155.4%
BMY vs COR
+18,554.5%
-17,399.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | -0.1% | +5.0% | -5.1% | -1.4% |
| 6M | +15.5% | +35.3% | -19.8% | +7.0% |
| YTD | +21.8% | +4.2% | +17.6% | +19.3% |
| 1Y | +34.9% | -3.4% | +38.3% | +34.4% |
| 3Y | +41.7% | +81.1% | -39.4% | +20.2% |
| 5Y | +29.4% | +195.8% | -166.4% | -3.2% |
| 10Y | +57.6% | +493.6% | -435.9% | -3.1% |
| All | +1,155.4% | +18,554.5% | -17,399.1% | +294.2% |
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