+1,637.4%
BMY vs CP
+7,734.8%
-6,097.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | -0.5% | +2.8% | -3.3% | -1.1% |
| 30D | +4.1% | +10.2% | -6.1% | +1.9% |
| 3M | -2.1% | +2.4% | -4.5% | -2.7% |
| 6M | +12.2% | +7.7% | +4.5% | +10.2% |
| YTD | +20.3% | +26.0% | -5.7% | +13.9% |
| 1Y | +39.2% | +34.6% | +4.6% | +29.9% |
| 3Y | +35.6% | +26.7% | +8.9% | +26.8% |
| 5Y | +28.6% | +24.9% | +3.7% | +19.2% |
| 10Y | +73.9% | +258.6% | -184.8% | +24.9% |
| All | +1,637.4% | +7,734.8% | -6,097.4% | +548.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling