+30.9%
BMY vs CSGP
-62.5%
+93.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.5% |
| 7D | +2.1% | +1.3% | +0.7% | +1.9% |
| 30D | +7.0% | +2.8% | +4.2% | +6.6% |
| 3M | -0.9% | -6.3% | +5.5% | -0.4% |
| 6M | +14.9% | -3.2% | +18.1% | +14.7% |
| YTD | +22.8% | -54.0% | +76.8% | +30.3% |
| 1Y | +36.2% | -54.8% | +91.1% | +44.8% |
| 3Y | +45.7% | -60.6% | +106.3% | +56.2% |
| All | +30.9% | -62.5% | +93.3% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling