+1,395.4%
ASML vs BMY
+69.8%
+1,325.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.6% | +6.6% | +5.4% |
| 7D | -9.0% | -0.5% | -8.5% | -8.9% |
| 30D | -21.0% | +4.1% | -25.0% | -22.0% |
| 3M | -16.3% | -3.1% | -13.2% | -16.1% |
| 6M | -7.5% | +11.0% | -18.6% | -11.0% |
| YTD | +34.0% | +19.1% | +14.9% | +26.3% |
| 1Y | +39.3% | +37.8% | +1.5% | +25.9% |
| 3Y | +128.9% | +34.2% | +94.7% | +102.9% |
| 5Y | +76.1% | +27.2% | +48.8% | +56.1% |
| All | +1,395.4% | +69.8% | +1,325.6% | +1,146.4% |
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