+30.9%
BMY vs CRS
+800.5%
-769.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.4% | +1.9% |
| 7D | +2.1% | +4.8% | -2.7% | +1.8% |
| 30D | +7.0% | -23.2% | +30.2% | +8.2% |
| 3M | -0.9% | -45.5% | +44.6% | +2.2% |
| 6M | +14.9% | -33.1% | +48.0% | +16.6% |
| YTD | +22.8% | -7.2% | +30.0% | +22.0% |
| 1Y | +36.2% | -10.0% | +46.3% | +35.5% |
| 3Y | +45.7% | +332.3% | -286.6% | +31.1% |
| All | +30.9% | +800.5% | -769.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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