+212.7%
BMY vs CSGP
+3,461.1%
-3,248.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | -0.8% | +6.1% | -6.9% | -1.7% |
| 6M | +12.1% | -8.2% | +20.3% | +12.5% |
| YTD | +21.0% | -52.3% | +73.3% | +29.3% |
| 1Y | +40.4% | -54.5% | +94.9% | +50.7% |
| 3Y | +36.3% | -58.6% | +94.8% | +46.6% |
| 5Y | +29.3% | -61.5% | +90.8% | +38.4% |
| 10Y | +74.8% | +74.7% | +0.2% | +59.4% |
| All | +212.7% | +3,461.1% | -3,248.4% | +131.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling