+30.1%
BMY vs CTAS
+116.8%
-86.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.9% |
| 7D | +1.8% | +0.7% | +1.1% | +1.6% |
| 30D | +6.2% | +11.3% | -5.1% | +3.8% |
| 3M | -2.1% | +11.4% | -13.6% | -4.4% |
| 6M | +14.3% | +35.6% | -21.4% | +6.9% |
| YTD | +21.6% | +20.7% | +0.9% | +16.3% |
| 1Y | +38.8% | +22.8% | +16.0% | +32.2% |
| 3Y | +42.9% | +73.4% | -30.5% | +26.5% |
| 5Y | +30.1% | +117.6% | -87.5% | +7.5% |
| All | +30.1% | +116.8% | -86.8% | +7.5% |
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