+2,953.7%
CLS vs BMY
+64.0%
+2,889.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +5.0% | -6.4% | +11.3% | +6.1% |
| 30D | +4.8% | +0.2% | +4.6% | +4.6% |
| 3M | -10.4% | +16.0% | -26.3% | -13.2% |
| 6M | +20.8% | +8.3% | +12.5% | +18.3% |
| YTD | +10.0% | +22.2% | -12.2% | +4.9% |
| 1Y | +28.5% | +41.7% | -13.2% | +18.5% |
| 3Y | +1,292.2% | +20.7% | +1,271.5% | +1,213.8% |
| 5Y | +3,616.8% | +23.9% | +3,592.9% | +3,325.0% |
| All | +2,953.7% | +64.0% | +2,889.7% | +2,562.4% |
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 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