+11.9%
COST vs BMY
+45.9%
-34.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +2.0% |
| 7D | +6.6% | +6.0% | +0.7% | +5.6% |
| 30D | +13.5% | +9.1% | +4.3% | +11.9% |
| 3M | +10.6% | -2.6% | +13.1% | +10.7% |
| 6M | +3.6% | +13.1% | -9.5% | +1.8% |
| YTD | +22.1% | +23.0% | -1.0% | +22.0% |
| 1Y | +11.9% | +45.6% | -33.7% | +13.5% |
| All | +11.9% | +45.9% | -34.0% | +13.5% |
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 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