+62.0%
BMY vs CP
+219.6%
-157.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -3.3% | +2.4% | -5.8% | -3.9% |
| 30D | 0.0% | -0.5% | +0.5% | 0.0% |
| 3M | +17.7% | +1.4% | +16.3% | +17.2% |
| 6M | +9.6% | +10.3% | -0.7% | +6.6% |
| YTD | +24.0% | +24.3% | -0.3% | +16.8% |
| 1Y | +45.1% | +20.4% | +24.7% | +37.7% |
| 3Y | +22.5% | +21.8% | +0.7% | +14.2% |
| 5Y | +22.3% | +31.5% | -9.2% | +9.6% |
| 10Y | +62.0% | +223.2% | -161.3% | +10.7% |
| All | +62.0% | +219.6% | -157.7% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling