+2,277.8%
CLS vs BMY
+211.2%
+2,066.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | -10.6% | -1.4% | -9.2% | -10.3% |
| 30D | -38.4% | +5.1% | -43.6% | -39.6% |
| 3M | -29.9% | -3.0% | -26.9% | -29.9% |
| 6M | -40.6% | +13.1% | -53.7% | -43.7% |
| YTD | -24.6% | +20.3% | -44.9% | -29.9% |
| 1Y | -30.8% | +39.0% | -69.8% | -38.4% |
| 3Y | +811.7% | +42.0% | +769.8% | +674.2% |
| 5Y | +1,838.4% | +28.5% | +1,809.9% | +1,584.5% |
| 10Y | +1,751.5% | +57.5% | +1,694.0% | +1,380.8% |
| All | +2,277.8% | +211.2% | +2,066.6% | +969.6% |
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