+1,178.9%
BMY vs COR
+19,078.6%
-17,899.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.0% | -1.2% | +1.1% |
| 7D | +2.1% | +7.8% | -5.8% | +0.2% |
| 30D | +7.0% | +7.0% | 0.0% | +5.3% |
| 3M | -0.9% | +16.3% | -17.1% | -4.5% |
| 6M | +14.9% | +41.3% | -26.4% | +5.4% |
| YTD | +22.8% | +7.1% | +15.7% | +19.5% |
| 1Y | +36.2% | -0.8% | +37.1% | +34.9% |
| 3Y | +45.7% | +85.0% | -39.3% | +22.9% |
| 5Y | +31.3% | +203.9% | -172.6% | -2.4% |
| 10Y | +60.6% | +510.3% | -449.7% | -1.9% |
| All | +1,178.9% | +19,078.6% | -17,899.7% | +298.9% |
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