+289.3%
C vs BMY
+67.8%
+221.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +3.6% | +0.4% | +3.3% | +3.5% |
| 30D | +0.1% | +5.0% | -5.0% | -1.8% |
| 3M | +2.4% | +19.4% | -17.0% | -4.2% |
| 6M | +24.9% | +9.5% | +15.4% | +20.3% |
| YTD | +19.8% | +28.1% | -8.3% | +8.5% |
| 1Y | +44.9% | +50.0% | -5.1% | +23.1% |
| 3Y | +263.0% | +24.1% | +238.9% | +225.0% |
| 5Y | +129.5% | +25.0% | +104.5% | +102.3% |
| All | +289.3% | +67.8% | +221.5% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling