-7.4%
ABT vs BMY
+30.5%
-37.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.7% |
| 7D | -1.3% | +2.1% | -3.4% | -1.8% |
| 30D | +6.0% | +7.0% | -1.0% | +4.3% |
| 3M | -1.9% | -0.9% | -1.0% | -1.7% |
| 6M | +31.2% | +14.9% | +16.2% | +26.4% |
| YTD | -11.2% | +22.8% | -34.1% | -16.0% |
| 1Y | -14.0% | +36.2% | -50.2% | -20.7% |
| 3Y | +20.7% | +45.7% | -25.0% | +7.6% |
| All | -7.4% | +30.5% | -37.8% | -9.9% |
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