+6,695.8%
ABT vs BMY
+1,705.2%
+4,990.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.5% |
| 7D | -1.3% | +2.1% | -3.4% | -2.1% |
| 30D | +6.0% | +7.0% | -1.0% | +3.1% |
| 3M | -1.9% | -0.9% | -1.0% | -1.8% |
| 6M | +31.2% | +14.9% | +16.2% | +23.1% |
| YTD | -11.2% | +22.8% | -34.1% | -19.4% |
| 1Y | -14.0% | +36.2% | -50.2% | -25.3% |
| 3Y | +20.7% | +45.7% | -25.0% | -1.7% |
| 5Y | -6.7% | +31.3% | -37.9% | -21.3% |
| 10Y | +226.3% | +60.6% | +165.7% | +142.9% |
| All | +6,695.8% | +1,705.2% | +4,990.6% | +721.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling