+34.7%
ALAB vs BMY
+45.0%
-10.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.2% | -3.8% | -7.2% |
| 7D | +3.2% | -3.3% | +6.5% | +2.9% |
| 30D | -13.6% | 0.0% | -13.5% | -13.6% |
| 3M | -16.6% | +17.7% | -34.3% | -14.5% |
| 6M | +142.3% | +9.6% | +132.7% | +149.0% |
| YTD | +73.6% | +24.0% | +49.6% | +76.2% |
| All | +34.7% | +45.0% | -10.4% | +36.1% |
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