+606.1%
COST vs BMY
+63.7%
+542.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.4% |
| 30D | -4.7% | -0.1% | -4.6% | -4.7% |
| 3M | -7.1% | +13.1% | -20.2% | -9.1% |
| 6M | -8.5% | +8.4% | -16.9% | -10.0% |
| YTD | +5.4% | +22.0% | -16.6% | +1.6% |
| 1Y | -5.6% | +40.3% | -45.9% | -11.4% |
| 3Y | +68.5% | +20.5% | +48.0% | +61.0% |
| 5Y | +105.2% | +23.7% | +81.5% | +94.8% |
| All | +606.1% | +63.7% | +542.4% | +533.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling