+62.0%
BMY vs CSX
+487.8%
-425.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -3.3% | +0.6% | -3.9% | -3.5% |
| 30D | 0.0% | -2.3% | +2.2% | +0.5% |
| 3M | +17.7% | +4.3% | +13.4% | +16.3% |
| 6M | +9.6% | +23.4% | -13.7% | +3.6% |
| YTD | +24.0% | +36.4% | -12.4% | +14.2% |
| 1Y | +45.1% | +53.0% | -7.9% | +29.6% |
| 3Y | +22.5% | +70.6% | -48.1% | +5.3% |
| 5Y | +22.3% | +65.5% | -43.2% | +4.1% |
| 10Y | +62.0% | +482.4% | -420.4% | +1.8% |
| All | +62.0% | +487.8% | -425.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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