+1,170.8%
AMAT vs BMY
+60.5%
+1,110.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.7% |
| 7D | -14.7% | -0.5% | -14.2% | -14.6% |
| 30D | -36.1% | +4.1% | -40.2% | -37.1% |
| 3M | -36.9% | -2.1% | -34.7% | -36.9% |
| 6M | -22.2% | +12.2% | -34.4% | -26.1% |
| YTD | +29.9% | +20.3% | +9.6% | +20.3% |
| 1Y | +43.3% | +39.2% | +4.1% | +25.8% |
| 3Y | +142.7% | +35.6% | +107.1% | +108.4% |
| 5Y | +126.2% | +28.6% | +97.7% | +92.5% |
| All | +1,170.8% | +60.5% | +1,110.2% | +915.8% |
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 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