+23.9%
BMY vs CTVA
+102.0%
-78.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -6.4% | -4.7% | -1.7% | -5.8% |
| 30D | +0.2% | +11.1% | -10.9% | -1.1% |
| 3M | +16.0% | +13.7% | +2.2% | +13.8% |
| 6M | +8.3% | +11.2% | -2.9% | +6.5% |
| YTD | +22.2% | +26.9% | -4.7% | +17.9% |
| 1Y | +41.7% | +18.8% | +22.9% | +37.9% |
| 3Y | +20.7% | +75.9% | -55.2% | +9.4% |
| 5Y | +23.9% | +105.2% | -81.3% | +7.0% |
| All | +23.9% | +102.0% | -78.0% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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