+45.7%
BMY vs CSX
+77.5%
-31.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | +2.1% | +6.0% | -3.9% | +0.5% |
| 30D | +7.0% | +7.8% | -0.8% | +5.0% |
| 3M | -0.9% | +4.1% | -5.0% | -2.0% |
| 6M | +14.9% | +17.9% | -3.0% | +9.9% |
| YTD | +22.8% | +44.9% | -22.1% | +11.6% |
| 1Y | +36.2% | +51.1% | -14.9% | +22.5% |
| 3Y | +45.7% | +78.3% | -32.6% | +25.4% |
| All | +45.7% | +77.5% | -31.8% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling