+330.5%
CSCO vs BMY
+59.4%
+271.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.1% |
| 30D | -12.6% | +9.3% | -21.9% | -15.2% |
| 3M | -16.0% | -0.1% | -15.9% | -16.3% |
| 6M | +2.8% | +15.5% | -12.6% | -2.6% |
| YTD | +33.2% | +21.8% | +11.4% | +23.4% |
| 1Y | +43.1% | +34.9% | +8.2% | +27.7% |
| 3Y | +106.7% | +43.2% | +63.5% | +74.8% |
| 5Y | +103.6% | +30.7% | +72.8% | +76.8% |
| 10Y | +330.5% | +59.3% | +271.2% | +252.7% |
| All | +330.5% | +59.4% | +271.0% | +252.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling