+4,100.0%
CMG vs BMY
+537.4%
+3,562.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.8% |
| 7D | -1.5% | -3.3% | +1.9% | -0.6% |
| 30D | +12.7% | 0.0% | +12.8% | +12.7% |
| 3M | +26.3% | +17.7% | +8.5% | +20.7% |
| 6M | +4.5% | +9.6% | -5.1% | +1.7% |
| YTD | -0.1% | +24.0% | -24.1% | -6.0% |
| 1Y | -6.8% | +45.1% | -51.9% | -16.5% |
| 3Y | -5.0% | +22.5% | -27.5% | -12.9% |
| 5Y | -3.0% | +22.3% | -25.3% | -12.1% |
| 10Y | +323.6% | +62.0% | +261.6% | +232.0% |
| All | +4,100.0% | +537.4% | +3,562.6% | +1,516.5% |
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