+28.6%
BMY vs CSGP
-63.4%
+92.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.0% |
| 7D | -0.5% | +1.3% | -1.8% | -0.7% |
| 30D | +4.1% | +10.7% | -6.6% | +2.9% |
| 3M | -2.1% | +3.3% | -5.4% | -2.6% |
| 6M | +12.2% | -10.3% | +22.5% | +12.8% |
| YTD | +20.3% | -54.6% | +74.9% | +27.9% |
| 1Y | +39.2% | -54.6% | +93.8% | +47.9% |
| 3Y | +35.6% | -60.3% | +95.9% | +45.4% |
| All | +28.6% | -63.4% | +92.1% | +36.3% |
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