+1,690.2%
BMY vs CRS
+9,808.6%
-8,118.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.7% |
| 7D | -3.3% | -3.1% | -0.3% | -2.9% |
| 30D | 0.0% | -19.6% | +19.6% | +3.0% |
| 3M | +17.7% | -8.1% | +25.8% | +18.6% |
| 6M | +9.6% | +18.6% | -8.9% | +6.1% |
| YTD | +24.0% | +45.9% | -21.9% | +16.3% |
| 1Y | +45.1% | +82.5% | -37.4% | +31.1% |
| 3Y | +22.5% | +648.9% | -626.4% | -12.6% |
| 5Y | +22.3% | +1,438.1% | -1,415.8% | -24.3% |
| 10Y | +62.0% | +1,327.0% | -1,265.0% | -7.3% |
| All | +1,690.2% | +9,808.6% | -8,118.4% | +525.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling