+59.3%
BMY vs CPB
-40.1%
+99.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | -2.0% | -4.1% | +2.1% | -1.2% |
| 30D | +9.3% | +16.9% | -7.7% | +6.0% |
| 3M | -0.1% | -0.6% | +0.5% | -0.2% |
| 6M | +15.5% | +11.4% | +4.1% | +12.5% |
| YTD | +21.8% | -14.8% | +36.6% | +24.6% |
| 1Y | +34.9% | -24.8% | +59.6% | +41.2% |
| 3Y | +43.2% | -36.6% | +79.8% | +54.2% |
| 5Y | +30.7% | -33.3% | +64.1% | +39.5% |
| 10Y | +59.3% | -40.4% | +99.7% | +67.4% |
| All | +59.3% | -40.1% | +99.4% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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