+23.9%
BMY vs CPNG
-51.9%
+75.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -6.4% | -5.4% | -1.0% | -6.2% |
| 30D | +0.2% | -11.1% | +11.3% | +0.5% |
| 3M | +16.0% | -3.0% | +18.9% | +15.9% |
| 6M | +8.3% | -23.5% | +31.8% | +8.8% |
| YTD | +22.2% | -37.8% | +60.0% | +23.2% |
| 1Y | +41.7% | -54.3% | +96.0% | +43.8% |
| 3Y | +20.7% | -20.8% | +41.5% | +20.4% |
| 5Y | +23.9% | -51.1% | +75.0% | +22.6% |
| All | +23.9% | -51.9% | +75.9% | +22.6% |
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