+63.9%
CSCO vs BMY
+47.1%
+16.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -10.1% | +5.0% | -15.1% | -10.3% |
| 3M | -15.7% | +19.4% | -35.1% | -16.2% |
| 6M | +36.3% | +9.5% | +26.7% | +36.7% |
| YTD | +43.8% | +28.1% | +15.8% | +42.2% |
| 1Y | +63.9% | +50.0% | +14.0% | +58.2% |
| All | +63.9% | +47.1% | +16.8% | +58.2% |
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