+208.8%
C vs BMY
+57.2%
+151.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | -0.1% |
| 7D | -0.4% | +1.8% | -2.1% | -1.0% |
| 30D | -5.2% | +6.2% | -11.4% | -7.4% |
| 3M | -9.1% | -2.1% | -6.9% | -8.7% |
| 6M | -1.6% | +14.3% | -15.8% | -7.0% |
| YTD | +6.9% | +21.6% | -14.7% | -1.7% |
| 1Y | +23.0% | +38.8% | -15.8% | +7.3% |
| 3Y | +216.1% | +42.9% | +173.2% | +163.0% |
| 5Y | +112.2% | +30.1% | +82.2% | +81.2% |
| 10Y | +208.8% | +58.2% | +150.6% | +146.2% |
| All | +208.8% | +57.2% | +151.5% | +146.2% |
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