+384.5%
ALAB vs BMY
+40.6%
+343.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +3.9% |
| 7D | +9.6% | -4.8% | +14.4% | +8.3% |
| 30D | -5.3% | -0.7% | -4.6% | -5.3% |
| 3M | -12.0% | +15.3% | -27.4% | -8.2% |
| 6M | +145.7% | +8.5% | +137.2% | +153.9% |
| YTD | +80.7% | +23.4% | +57.2% | +92.8% |
| 1Y | +40.1% | +42.9% | -2.8% | +55.9% |
| All | +384.5% | +40.6% | +343.9% | +460.8% |
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