+1,749.1%
BMY vs CSX
+10,217.9%
-8,468.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.7% | -2.1% |
| 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% | +17.4% |
| 6M | +9.5% | +16.2% | -6.6% | +5.6% |
| YTD | +28.1% | +37.5% | -9.5% | +18.7% |
| 1Y | +50.0% | +53.2% | -3.2% | +35.4% |
| 3Y | +24.1% | +68.2% | -44.2% | +8.8% |
| 5Y | +25.0% | +65.2% | -40.2% | +8.5% |
| 10Y | +68.7% | +504.1% | -435.5% | +5.8% |
| All | +1,749.1% | +10,217.9% | -8,468.7% | +416.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling