+24.3%
BMY vs CTAS
+110.0%
-85.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.8% | +1.0% | -5.8% | -5.0% |
| 30D | -0.7% | -1.1% | +0.4% | -0.5% |
| 3M | +15.3% | +11.5% | +3.8% | +12.4% |
| 6M | +8.5% | +0.2% | +8.4% | +7.9% |
| YTD | +23.4% | +7.2% | +16.3% | +21.1% |
| 1Y | +42.9% | 0.0% | +42.9% | +42.0% |
| 3Y | +22.0% | +65.9% | -44.0% | +8.7% |
| 5Y | +24.3% | +109.6% | -85.2% | +3.0% |
| All | +24.3% | +110.0% | -85.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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