+217.2%
CVX vs BMY
+64.0%
+153.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.7% | -6.4% | +7.1% | +2.7% |
| 30D | +9.1% | +0.2% | +8.9% | +9.0% |
| 3M | +13.1% | +16.0% | -2.9% | +7.7% |
| 6M | +16.3% | +8.3% | +7.9% | +12.6% |
| YTD | +43.5% | +22.2% | +21.3% | +33.1% |
| 1Y | +40.2% | +41.7% | -1.5% | +23.0% |
| 3Y | +44.2% | +20.7% | +23.5% | +31.6% |
| 5Y | +170.6% | +23.9% | +146.7% | +140.1% |
| All | +217.2% | +64.0% | +153.3% | +162.1% |
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