+216.0%
C vs BMY
+44.8%
+171.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.3% |
| 7D | +4.2% | +2.1% | +2.1% | +3.8% |
| 30D | +2.0% | +7.0% | -5.0% | +0.8% |
| 3M | -10.1% | -0.9% | -9.2% | -10.1% |
| 6M | +1.0% | +14.9% | -13.9% | -1.5% |
| YTD | +8.5% | +22.8% | -14.4% | +4.5% |
| 1Y | +25.7% | +36.2% | -10.5% | +18.9% |
| 3Y | +216.0% | +45.7% | +170.3% | +197.4% |
| All | +216.0% | +44.8% | +171.2% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling