+3,542.1%
CLS vs BMY
+22.9%
+3,519.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.2% | +8.8% | +5.5% |
| 7D | +12.8% | -3.3% | +16.1% | +12.7% |
| 30D | +3.8% | 0.0% | +3.9% | +3.8% |
| 3M | -14.6% | +17.7% | -32.4% | -14.2% |
| 6M | +32.2% | +9.6% | +22.6% | +33.1% |
| YTD | +11.6% | +24.0% | -12.4% | +12.0% |
| 1Y | +35.1% | +45.1% | -10.1% | +35.3% |
| 3Y | +1,312.5% | +22.5% | +1,290.1% | +1,373.2% |
| 5Y | +3,542.1% | +22.3% | +3,519.8% | +4,060.7% |
| All | +3,542.1% | +22.9% | +3,519.2% | +4,060.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling