+20.5%
BMY vs CPAY
+49.1%
-28.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | -2.0% | -2.8% | -4.4% |
| 30D | -0.1% | -0.4% | +0.3% | 0.0% |
| 3M | +13.1% | +16.4% | -3.2% | +10.0% |
| 6M | +8.4% | +23.5% | -15.1% | +4.1% |
| YTD | +22.0% | +35.7% | -13.7% | +14.4% |
| 1Y | +40.3% | +30.2% | +10.1% | +32.7% |
| 3Y | +20.5% | +49.7% | -29.2% | +4.9% |
| All | +20.5% | +49.1% | -28.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 3y: compounded portfolio wealth divided by compounded CPAY 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…
3y analysis · Full analysis span regression · 6 months rolling