-10.0%
CRM vs BMY
+45.9%
-55.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.0% |
| 7D | -6.2% | +6.0% | -12.2% | -6.5% |
| 30D | -1.2% | +9.1% | -10.3% | -1.5% |
| 3M | +19.1% | -2.6% | +21.7% | +19.2% |
| 6M | +23.0% | +13.1% | +9.8% | +22.6% |
| YTD | -13.7% | +23.0% | -36.7% | -17.0% |
| 1Y | -10.0% | +45.6% | -55.5% | -17.0% |
| All | -10.0% | +45.9% | -55.9% | -17.0% |
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