-26.8%
CLS vs BMY
+38.4%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.6% |
| 7D | +2.8% | -2.0% | +4.7% | +2.0% |
| 30D | -30.1% | +9.3% | -39.4% | -28.0% |
| 3M | -21.7% | -0.1% | -21.7% | -20.7% |
| 6M | -36.2% | +15.5% | -51.7% | -34.1% |
| YTD | -17.8% | +21.8% | -39.6% | -17.2% |
| 1Y | -26.8% | +34.9% | -61.7% | -28.8% |
| All | -26.8% | +38.4% | -65.2% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling