+70.3%
CVX vs BMY
+42.3%
+28.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.5% |
| 7D | +1.6% | -1.3% | +2.9% | +1.7% |
| 30D | -0.6% | +10.0% | -10.6% | -1.6% |
| 3M | +11.0% | -1.2% | +12.2% | +11.0% |
| 6M | +18.4% | +12.8% | +5.6% | +16.9% |
| YTD | +45.9% | +20.7% | +25.2% | +42.4% |
| 1Y | +46.7% | +32.6% | +14.0% | +41.2% |
| All | +70.3% | +42.3% | +28.0% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling