+1,321.9%
AMAT vs BMY
+59.8%
+1,262.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -3.3% |
| 7D | +11.4% | +2.1% | +9.3% | +10.7% |
| 30D | -17.0% | +7.0% | -24.0% | -19.0% |
| 3M | -30.6% | -0.9% | -29.7% | -30.9% |
| 6M | -14.9% | +14.9% | -29.9% | -19.7% |
| YTD | +44.7% | +22.8% | +21.9% | +33.1% |
| 1Y | +66.9% | +36.2% | +30.7% | +47.8% |
| 3Y | +153.3% | +45.7% | +107.6% | +111.1% |
| 5Y | +146.2% | +31.3% | +115.0% | +108.2% |
| All | +1,321.9% | +59.8% | +1,262.1% | +1,011.4% |
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