+1,278.0%
AAPL vs BMY
+63.7%
+1,214.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +3.8% | -4.8% | +8.6% | +5.3% |
| 30D | +9.9% | -0.1% | +10.0% | +9.9% |
| 3M | +12.5% | +13.1% | -0.6% | +8.4% |
| 6M | +27.6% | +8.4% | +19.2% | +24.1% |
| YTD | +22.6% | +22.0% | +0.6% | +15.0% |
| 1Y | +45.0% | +40.3% | +4.7% | +29.9% |
| 3Y | +87.8% | +20.5% | +67.2% | +73.7% |
| 5Y | +128.7% | +23.7% | +105.0% | +107.8% |
| All | +1,278.0% | +63.7% | +1,214.3% | +1,043.6% |
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 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