+220,352.3%
CSCO vs BMY
+1,825.1%
+218,527.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | -0.7% | +0.4% | -1.0% | -0.8% |
| 30D | -10.1% | +5.0% | -15.1% | -11.8% |
| 3M | -15.7% | +19.4% | -35.1% | -21.3% |
| 6M | +36.3% | +9.5% | +26.7% | +30.7% |
| YTD | +43.8% | +28.1% | +15.8% | +30.2% |
| 1Y | +63.9% | +50.0% | +14.0% | +39.5% |
| 3Y | +104.4% | +24.1% | +80.3% | +81.2% |
| 5Y | +111.4% | +25.0% | +86.4% | +85.3% |
| 10Y | +361.7% | +68.7% | +293.0% | +251.3% |
| All | +220,352.3% | +1,825.1% | +218,527.1% | +36,232.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling