+8,520.0%
AMD vs BMY
+57.0%
+8,463.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.1% |
| 7D | +44.7% | -1.3% | +46.0% | +45.1% |
| 30D | -3.3% | +10.0% | -13.3% | -5.6% |
| 3M | +21.2% | -1.2% | +22.4% | +20.8% |
| 6M | +30.6% | +12.8% | +17.8% | +25.4% |
| YTD | +173.3% | +20.7% | +152.6% | +156.6% |
| 1Y | +126.1% | +32.6% | +93.5% | +106.5% |
| 3Y | +393.5% | +41.8% | +351.7% | +327.6% |
| 5Y | +295.8% | +29.0% | +266.8% | +245.3% |
| All | +8,520.0% | +57.0% | +8,463.1% | +6,864.2% |
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