+248.5%
ALAB vs BMY
+38.5%
+210.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | 0.0% |
| 7D | -7.5% | +1.8% | -9.2% | -7.0% |
| 30D | -36.8% | +6.2% | -43.1% | -35.5% |
| 3M | -31.9% | -2.1% | -29.7% | -31.7% |
| 6M | +8.2% | +14.3% | -6.1% | +13.6% |
| YTD | +29.9% | +21.6% | +8.3% | +39.1% |
| 1Y | +24.4% | +38.8% | -14.4% | +38.1% |
| All | +248.5% | +38.5% | +210.0% | +304.5% |
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 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