+22.3%
BMY vs CRL
-37.4%
+59.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.8% |
| 7D | -3.3% | -0.6% | -2.8% | -3.3% |
| 30D | 0.0% | +5.0% | -5.0% | -0.7% |
| 3M | +17.7% | +50.6% | -32.9% | +10.8% |
| 6M | +9.6% | +60.9% | -51.3% | +1.7% |
| YTD | +24.0% | +40.7% | -16.8% | +16.9% |
| 1Y | +45.1% | +73.3% | -28.2% | +32.4% |
| 3Y | +22.5% | +40.6% | -18.1% | +12.5% |
| 5Y | +22.3% | -37.0% | +59.3% | +18.1% |
| All | +22.3% | -37.4% | +59.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling