+207.0%
C vs BMY
+59.8%
+147.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.7% |
| 7D | +4.2% | +2.1% | +2.1% | +3.4% |
| 30D | +2.0% | +7.0% | -5.0% | -0.6% |
| 3M | -10.1% | -0.9% | -9.2% | -10.2% |
| 6M | +1.0% | +14.9% | -13.9% | -4.7% |
| YTD | +8.5% | +22.8% | -14.4% | -0.7% |
| 1Y | +25.7% | +36.2% | -10.5% | +10.6% |
| 3Y | +216.0% | +45.7% | +170.3% | +160.8% |
| 5Y | +112.3% | +31.3% | +81.0% | +80.7% |
| All | +207.0% | +59.8% | +147.3% | +144.5% |
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