+66.8%
BMY vs CSGP
+63.3%
+3.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +4.1% | +10.7% | -6.6% | +2.2% |
| 3M | -3.1% | +3.3% | -6.4% | -4.0% |
| 6M | +11.0% | -10.3% | +21.4% | +12.0% |
| YTD | +19.1% | -54.6% | +73.7% | +32.4% |
| 1Y | +37.8% | -54.6% | +92.4% | +53.1% |
| 3Y | +34.2% | -60.3% | +94.5% | +50.4% |
| 5Y | +27.2% | -63.3% | +90.5% | +42.8% |
| All | +66.8% | +63.3% | +3.5% | +38.2% |
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