+368.4%
CSCO vs BMY
+65.7%
+302.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | 0.0% | -4.8% | +4.8% | +1.4% |
| 30D | -10.7% | -0.7% | -10.1% | -10.7% |
| 3M | -8.7% | +15.3% | -24.1% | -13.1% |
| 6M | +44.9% | +8.5% | +36.4% | +40.3% |
| YTD | +44.1% | +23.4% | +20.7% | +33.6% |
| 1Y | +65.9% | +42.9% | +22.9% | +45.9% |
| 3Y | +109.0% | +22.0% | +87.0% | +90.0% |
| 5Y | +114.8% | +24.3% | +90.4% | +92.2% |
| All | +368.4% | +65.7% | +302.7% | +284.5% |
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