+114.0%
CSCO vs BMY
+22.9%
+91.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.5% |
| 7D | -0.5% | -3.3% | +2.8% | +0.1% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | -11.7% | +17.7% | -29.5% | -14.6% |
| 6M | +40.1% | +9.6% | +30.5% | +37.3% |
| YTD | +43.8% | +24.0% | +19.8% | +37.2% |
| 1Y | +66.6% | +45.1% | +21.5% | +53.2% |
| 3Y | +108.5% | +22.5% | +86.0% | +98.8% |
| 5Y | +114.0% | +22.3% | +91.7% | +121.6% |
| All | +114.0% | +22.9% | +91.1% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling