+5,648.9%
CRM vs BMY
+497.9%
+5,151.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -8.1% | -6.4% | -1.7% | -5.6% |
| 30D | +23.1% | +0.2% | +22.8% | +22.9% |
| 3M | +42.5% | +16.0% | +26.6% | +33.9% |
| 6M | +25.3% | +8.3% | +17.0% | +20.1% |
| YTD | -7.8% | +22.2% | -30.0% | -16.3% |
| 1Y | +1.0% | +41.7% | -40.7% | -14.4% |
| 3Y | +10.0% | +20.7% | -10.7% | -3.7% |
| 5Y | -3.9% | +23.9% | -27.8% | -18.4% |
| 10Y | +233.2% | +62.9% | +170.3% | +132.3% |
| All | +5,648.9% | +497.9% | +5,151.0% | +1,738.7% |
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 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