+64.6%
BMY vs CPB
-44.2%
+108.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -4.8% | -8.0% | +3.2% | -3.4% |
| 30D | -0.7% | -2.4% | +1.7% | -0.3% |
| 3M | +15.3% | +0.5% | +14.8% | +14.8% |
| 6M | +8.5% | -10.5% | +19.0% | +10.3% |
| YTD | +23.4% | -17.5% | +41.0% | +27.2% |
| 1Y | +42.9% | -31.0% | +74.0% | +52.2% |
| 3Y | +22.0% | -40.6% | +62.6% | +32.9% |
| 5Y | +24.3% | -37.7% | +62.1% | +34.2% |
| 10Y | +64.6% | -43.4% | +108.0% | +75.9% |
| All | +64.6% | -44.2% | +108.8% | +75.9% |
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