+1,644.6%
ASML vs BMY
+67.7%
+1,576.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.9% | +6.0% | +4.6% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +2.2% | +5.0% | -2.8% | +0.8% |
| 3M | -2.3% | +19.4% | -21.7% | -7.1% |
| 6M | +23.0% | +9.5% | +13.4% | +19.5% |
| YTD | +61.1% | +28.1% | +33.0% | +49.9% |
| 1Y | +129.1% | +50.0% | +79.1% | +103.5% |
| 3Y | +165.4% | +24.1% | +141.3% | +146.0% |
| 5Y | +109.5% | +25.0% | +84.5% | +90.9% |
| All | +1,644.6% | +67.7% | +1,576.9% | +1,343.4% |
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