+249.6%
ALAB vs BMY
+37.0%
+212.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | 0.0% | +13.7% | +13.7% |
| 7D | -5.6% | -1.4% | -4.2% | -5.9% |
| 30D | -36.6% | +5.1% | -41.7% | -35.5% |
| 3M | -35.1% | -3.0% | -32.1% | -35.1% |
| 6M | +8.5% | +13.1% | -4.5% | +13.6% |
| YTD | +30.4% | +20.3% | +10.0% | +39.1% |
| 1Y | +31.0% | +39.0% | -8.0% | +45.5% |
| All | +249.6% | +37.0% | +212.6% | +304.7% |
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