+1,749.1%
BMY vs CP
+7,669.4%
-5,920.3%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.4% | -2.7% | +3.0% | +0.9% |
| 30D | +5.0% | +0.2% | +4.8% | +4.9% |
| 3M | +19.4% | +2.6% | +16.8% | +18.6% |
| 6M | +9.5% | +6.0% | +3.6% | +7.9% |
| YTD | +28.1% | +24.9% | +3.1% | +21.5% |
| 1Y | +50.0% | +20.1% | +29.9% | +43.4% |
| 3Y | +24.1% | +16.4% | +7.7% | +18.2% |
| 5Y | +25.0% | +31.7% | -6.7% | +14.4% |
| 10Y | +68.7% | +223.9% | -155.2% | +23.8% |
| All | +1,749.1% | +7,669.4% | -5,920.3% | +591.0% |
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