+359.9%
CSCO vs BMY
+64.0%
+295.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.5% |
| 7D | -1.1% | -6.4% | +5.3% | +0.9% |
| 30D | -10.8% | +0.2% | -11.0% | -11.0% |
| 3M | -9.2% | +16.0% | -25.2% | -13.7% |
| 6M | +39.5% | +8.3% | +31.2% | +35.1% |
| YTD | +41.5% | +22.2% | +19.3% | +31.6% |
| 1Y | +61.0% | +41.7% | +19.3% | +41.9% |
| 3Y | +105.2% | +20.7% | +84.5% | +87.2% |
| 5Y | +113.4% | +23.9% | +89.5% | +91.1% |
| All | +359.9% | +64.0% | +295.9% | +278.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling