+41.7%
BMY vs CRL
+73.3%
-31.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.8% |
| 7D | -6.4% | -6.9% | +0.6% | -5.6% |
| 30D | +0.2% | -3.2% | +3.4% | +0.6% |
| 3M | +16.0% | +46.5% | -30.6% | +9.9% |
| 6M | +8.3% | +63.1% | -54.8% | +0.1% |
| YTD | +22.2% | +36.9% | -14.7% | +16.3% |
| 1Y | +41.7% | +78.1% | -36.4% | +21.3% |
| All | +41.7% | +73.3% | -31.6% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2025-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRL 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling