+29.3%
BMY vs CSGP
-62.1%
+91.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | +2.8% | +13.9% | -11.1% | +1.4% |
| 30D | +5.9% | +16.0% | -10.1% | +4.2% |
| 3M | -0.8% | +6.1% | -6.9% | -1.6% |
| 6M | +12.1% | -8.2% | +20.3% | +12.3% |
| YTD | +21.0% | -52.3% | +73.3% | +27.9% |
| 1Y | +40.4% | -54.5% | +94.9% | +49.1% |
| 3Y | +36.3% | -58.6% | +94.8% | +45.4% |
| 5Y | +29.3% | -61.5% | +90.8% | +35.9% |
| All | +29.3% | -62.1% | +91.3% | +35.9% |
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