+57.5%
BMY vs CSX
+436.1%
-378.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -1.4% | -2.2% | +0.8% | -0.8% |
| 30D | +5.1% | +6.8% | -1.7% | +3.4% |
| 3M | -3.0% | +0.7% | -3.7% | -3.2% |
| 6M | +13.1% | +13.3% | -0.2% | +9.3% |
| YTD | +20.3% | +40.5% | -20.2% | +10.1% |
| 1Y | +39.0% | +44.7% | -5.7% | +26.3% |
| 3Y | +42.0% | +74.5% | -32.5% | +21.7% |
| 5Y | +28.5% | +52.0% | -23.5% | +12.4% |
| 10Y | +57.5% | +412.6% | -355.1% | +15.7% |
| All | +57.5% | +436.1% | -378.5% | +15.7% |
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