+57.5%
BMY vs CSGP
+72.5%
-15.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -1.1% |
| 30D | +5.1% | +5.3% | -0.2% | +4.0% |
| 3M | -3.0% | +3.3% | -6.3% | -3.9% |
| 6M | +13.1% | -4.7% | +17.7% | +13.0% |
| YTD | +20.3% | -53.5% | +73.9% | +33.2% |
| 1Y | +39.0% | -53.7% | +92.7% | +53.9% |
| 3Y | +42.0% | -59.7% | +101.7% | +58.7% |
| 5Y | +28.5% | -62.5% | +91.0% | +43.7% |
| 10Y | +57.5% | +67.3% | -9.7% | +33.2% |
| All | +57.5% | +72.5% | -15.0% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling