+998.2%
C vs BMY
+1,668.5%
-670.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.3% |
| 7D | -2.4% | -0.5% | -1.8% | -2.2% |
| 30D | -6.0% | +4.1% | -10.1% | -8.1% |
| 3M | -10.5% | -2.1% | -8.4% | -10.2% |
| 6M | -5.7% | +12.2% | -17.9% | -11.9% |
| YTD | +4.1% | +20.3% | -16.2% | -6.5% |
| 1Y | +20.5% | +39.2% | -18.7% | +0.5% |
| 3Y | +208.1% | +35.6% | +172.5% | +148.9% |
| 5Y | +110.4% | +28.6% | +81.9% | +71.7% |
| 10Y | +234.6% | +73.9% | +160.7% | +125.6% |
| All | +998.2% | +1,668.5% | -670.2% | +75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling