+25.8%
BMY vs CSX
+65.9%
-40.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.0% |
| 7D | +0.4% | -3.4% | +3.7% | +1.1% |
| 30D | +5.0% | -3.1% | +8.1% | +5.7% |
| 3M | +19.4% | +7.2% | +12.2% | +17.5% |
| 6M | +9.5% | +16.2% | -6.6% | +5.8% |
| YTD | +28.1% | +37.5% | -9.5% | +19.7% |
| 1Y | +50.0% | +53.2% | -3.2% | +37.0% |
| 3Y | +24.1% | +68.2% | -44.2% | +10.6% |
| All | +25.8% | +65.9% | -40.1% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling