+2,491.1%
CLS vs BMY
+215.0%
+2,276.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.3% | +8.5% |
| 7D | +2.8% | -2.0% | +4.7% | +3.4% |
| 30D | -30.1% | +9.3% | -39.4% | -32.2% |
| 3M | -21.7% | -0.1% | -21.7% | -22.4% |
| 6M | -36.2% | +15.5% | -51.7% | -39.8% |
| YTD | -17.8% | +21.8% | -39.6% | -23.9% |
| 1Y | -26.8% | +34.9% | -61.7% | -34.2% |
| 3Y | +853.4% | +43.2% | +810.2% | +707.9% |
| 5Y | +2,005.0% | +30.7% | +1,974.3% | +1,720.6% |
| 10Y | +1,929.4% | +59.3% | +1,870.1% | +1,518.4% |
| All | +2,491.1% | +215.0% | +2,276.1% | +1,061.8% |
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 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