+286.5%
C vs BMY
+62.5%
+224.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.4% |
| 7D | +3.2% | -3.3% | +6.5% | +4.4% |
| 30D | +1.3% | 0.0% | +1.3% | +1.2% |
| 3M | +3.1% | +17.7% | -14.6% | -3.1% |
| 6M | +29.6% | +9.6% | +20.0% | +24.7% |
| YTD | +19.0% | +24.0% | -5.0% | +9.0% |
| 1Y | +45.6% | +45.1% | +0.5% | +25.3% |
| 3Y | +269.3% | +22.5% | +246.8% | +231.5% |
| 5Y | +131.6% | +22.3% | +109.3% | +105.4% |
| 10Y | +286.5% | +62.0% | +224.6% | +207.4% |
| All | +286.5% | +62.5% | +224.1% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded BMY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling