+24.5%
ALAB vs BMY
+45.9%
-21.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -3.5% |
| 7D | -24.9% | +6.0% | -30.9% | -23.8% |
| 30D | -38.4% | +9.1% | -47.5% | -37.1% |
| 3M | -38.3% | -2.6% | -35.7% | -37.7% |
| 6M | +10.9% | +13.1% | -2.2% | +15.5% |
| YTD | +34.2% | +23.0% | +11.2% | +34.6% |
| 1Y | +24.5% | +45.6% | -21.0% | +10.5% |
| All | +24.5% | +45.9% | -21.4% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling