-5.6%
COST vs BMY
+40.8%
-46.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -4.8% | +3.6% | -0.6% |
| 30D | -4.7% | -0.1% | -4.6% | -4.6% |
| 3M | -7.1% | +13.1% | -20.2% | -8.3% |
| 6M | -8.5% | +8.4% | -16.9% | -9.6% |
| YTD | +5.4% | +22.0% | -16.6% | +5.0% |
| 1Y | -5.6% | +40.3% | -45.9% | -6.7% |
| All | -5.6% | +40.8% | -46.4% | -6.7% |
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