+60.1%
BMY vs CP
+257.3%
-197.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | +2.1% | +2.1% | -0.1% | +1.5% |
| 30D | +7.0% | +9.3% | -2.3% | +4.6% |
| 3M | -0.9% | +0.5% | -1.3% | -1.1% |
| 6M | +14.9% | +10.4% | +4.5% | +11.8% |
| YTD | +22.8% | +28.7% | -5.9% | +14.7% |
| 1Y | +36.2% | +33.2% | +3.1% | +26.1% |
| 3Y | +45.7% | +38.4% | +7.2% | +31.3% |
| 5Y | +31.3% | +26.2% | +5.1% | +19.4% |
| All | +60.1% | +257.3% | -197.3% | +11.7% |
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