+60.7%
BMY vs CRL
+256.1%
-195.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.6% |
| 7D | -4.8% | -3.5% | -1.2% | -4.1% |
| 30D | -0.1% | -2.1% | +2.1% | +0.3% |
| 3M | +13.1% | +48.0% | -34.9% | +3.8% |
| 6M | +8.4% | +64.7% | -56.3% | -3.5% |
| YTD | +22.0% | +39.5% | -17.5% | +12.0% |
| 1Y | +40.3% | +74.2% | -33.9% | +22.4% |
| 3Y | +20.5% | +39.4% | -18.8% | +6.3% |
| 5Y | +23.7% | -36.9% | +60.6% | +30.7% |
| All | +60.7% | +256.1% | -195.3% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling