+11,573.1%
COST vs BMY
+1,714.3%
+9,858.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | -4.8% | +2.0% | -1.5% |
| 30D | -5.3% | -0.7% | -4.6% | -5.1% |
| 3M | -6.7% | +15.3% | -22.0% | -10.5% |
| 6M | -9.9% | +8.5% | -18.5% | -12.3% |
| YTD | +5.1% | +23.4% | -18.3% | -1.4% |
| 1Y | -7.3% | +42.9% | -50.2% | -16.9% |
| 3Y | +70.4% | +22.0% | +48.4% | +55.7% |
| 5Y | +104.4% | +24.3% | +80.1% | +84.2% |
| 10Y | +609.0% | +64.6% | +544.4% | +464.5% |
| All | +11,573.1% | +1,714.3% | +9,858.8% | +2,806.1% |
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