+249.7%
BMY vs CRL
+1,379.5%
-1,129.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.5% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | +5.0% | +10.7% | -5.6% | +2.9% |
| 3M | +19.4% | +55.3% | -35.9% | +8.8% |
| 6M | +9.5% | +60.7% | -51.1% | -1.6% |
| YTD | +28.1% | +44.6% | -16.6% | +17.1% |
| 1Y | +50.0% | +77.7% | -27.8% | +31.1% |
| 3Y | +24.1% | +37.6% | -13.6% | +10.3% |
| 5Y | +25.0% | -35.8% | +60.8% | +26.3% |
| 10Y | +68.7% | +241.7% | -173.1% | +15.6% |
| All | +249.7% | +1,379.5% | -1,129.8% | +97.8% |
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 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