+30.9%
BMY vs CPNG
-43.2%
+74.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +1.8% |
| 7D | +2.1% | -6.8% | +8.8% | +2.3% |
| 30D | +7.0% | +5.5% | +1.5% | +6.9% |
| 3M | -0.9% | -6.8% | +5.9% | -0.7% |
| 6M | +14.9% | -4.8% | +19.8% | +14.9% |
| YTD | +22.8% | -35.6% | +58.4% | +23.6% |
| 1Y | +36.2% | -46.8% | +83.0% | +37.7% |
| 3Y | +45.7% | -0.8% | +46.5% | +44.7% |
| All | +30.9% | -43.2% | +74.0% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 5y: compounded portfolio wealth divided by compounded CPNG 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…
5y analysis · Full analysis span regression · 6 months rolling