+247.2%
AMAT vs BMY
+25.3%
+221.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -14.8% | +5.0% | -19.8% | -15.1% |
| 3M | -9.3% | +19.4% | -28.7% | -10.3% |
| 6M | +27.4% | +9.5% | +17.9% | +26.9% |
| YTD | +77.6% | +28.1% | +49.5% | +74.7% |
| 1Y | +188.9% | +50.0% | +139.0% | +180.6% |
| 3Y | +202.3% | +24.1% | +178.2% | +204.8% |
| All | +247.2% | +25.3% | +221.9% | +253.5% |
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 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