+104.7%
COST vs BMY
+22.8%
+81.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.5% | -6.4% | +3.9% | -1.8% |
| 30D | -4.4% | +0.2% | -4.7% | -4.5% |
| 3M | -8.1% | +16.0% | -24.0% | -9.4% |
| 6M | -9.2% | +8.3% | -17.6% | -10.1% |
| YTD | +5.1% | +22.2% | -17.1% | +3.1% |
| 1Y | -5.1% | +41.7% | -46.8% | -8.2% |
| 3Y | +70.4% | +20.7% | +49.6% | +69.1% |
| 5Y | +104.7% | +23.9% | +80.8% | +127.8% |
| All | +104.7% | +22.8% | +81.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling