+59.0%
BMY vs CRL
+362.2%
-303.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | +1.8% | -1.7% | +3.5% | +1.9% |
| 30D | +6.2% | +14.6% | -8.4% | +2.9% |
| 3M | -2.1% | +24.8% | -27.0% | -7.1% |
| 6M | +14.3% | +94.7% | -80.4% | -1.7% |
| YTD | +21.6% | +73.4% | -51.7% | +6.2% |
| 1Y | +38.8% | +104.7% | -65.9% | +16.9% |
| 3Y | +42.9% | +101.1% | -58.1% | +16.4% |
| 5Y | +30.1% | -10.8% | +40.8% | +26.2% |
| All | +59.0% | +362.2% | -303.2% | -19.8% |
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