+1,659.0%
BMY vs CPB
+349.9%
+1,309.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -0.8% |
| 30D | +9.3% | +16.9% | -7.7% | +4.2% |
| 3M | -0.1% | -0.6% | +0.5% | -0.3% |
| 6M | +15.5% | +11.4% | +4.1% | +10.8% |
| YTD | +21.8% | -14.8% | +36.6% | +26.1% |
| 1Y | +34.9% | -24.8% | +59.6% | +44.8% |
| 3Y | +43.2% | -36.6% | +79.8% | +60.1% |
| 5Y | +30.7% | -33.3% | +64.1% | +42.0% |
| 10Y | +59.3% | -40.4% | +99.7% | +69.7% |
| All | +1,659.0% | +349.9% | +1,309.1% | +769.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling