+1,425.2%
AMAT vs BMY
+59.4%
+1,365.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.0% |
| 7D | +7.0% | -2.0% | +8.9% | +7.6% |
| 30D | -20.6% | +9.3% | -29.8% | -23.0% |
| 3M | -24.8% | -0.1% | -24.7% | -25.2% |
| 6M | -10.7% | +15.5% | -26.2% | -15.9% |
| YTD | +54.3% | +21.8% | +32.5% | +42.3% |
| 1Y | +73.7% | +34.9% | +38.9% | +54.4% |
| 3Y | +168.4% | +43.2% | +125.2% | +125.2% |
| 5Y | +167.6% | +30.7% | +136.8% | +126.3% |
| 10Y | +1,425.2% | +59.3% | +1,365.9% | +1,094.5% |
| All | +1,425.2% | +59.4% | +1,365.7% | +1,094.5% |
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