+235.4%
BMY vs CRL
+1,633.2%
-1,397.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +2.1% | +0.1% | +1.9% | +2.0% |
| 30D | +7.0% | +11.9% | -4.9% | +4.1% |
| 3M | -0.9% | +20.2% | -21.0% | -5.1% |
| 6M | +14.9% | +107.5% | -92.6% | -2.0% |
| YTD | +22.8% | +69.4% | -46.6% | +8.1% |
| 1Y | +36.2% | +99.7% | -63.5% | +15.9% |
| 3Y | +45.7% | +98.8% | -53.1% | +19.8% |
| 5Y | +31.3% | -12.4% | +43.7% | +23.8% |
| 10Y | +60.6% | +352.9% | -292.3% | +3.6% |
| All | +235.4% | +1,633.2% | -1,397.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling