+9.3%
ABT vs BMY
+22.1%
-12.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | -4.7% | -4.8% | +0.1% | -3.8% |
| 30D | -3.1% | -0.7% | -2.5% | -3.0% |
| 3M | +16.1% | +15.3% | +0.8% | +13.0% |
| 6M | -5.3% | +8.5% | -13.9% | -7.1% |
| YTD | -14.4% | +23.4% | -37.9% | -17.9% |
| 1Y | -18.4% | +42.9% | -61.3% | -23.7% |
| All | +9.3% | +22.1% | -12.8% | +4.2% |
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