+63.9%
CSCO vs BMY
+43.6%
+20.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | 0.0% | -4.8% | +4.8% | +0.2% |
| 30D | -10.7% | -0.7% | -10.1% | -10.7% |
| 3M | -8.7% | +15.3% | -24.1% | -9.2% |
| 6M | +44.9% | +8.5% | +36.4% | +45.0% |
| YTD | +44.1% | +23.4% | +20.7% | +42.6% |
| All | +63.9% | +43.6% | +20.3% | +58.4% |
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