+47.5%
ASML vs BMY
+35.2%
+12.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | 0.0% |
| 7D | +4.9% | +2.1% | +2.9% | +5.1% |
| 30D | -9.3% | +7.0% | -16.3% | -8.9% |
| 3M | -19.0% | -0.9% | -18.1% | -18.6% |
| 6M | -5.2% | +14.9% | -20.1% | -5.8% |
| YTD | +40.6% | +22.8% | +17.8% | +41.7% |
| 1Y | +47.5% | +36.2% | +11.3% | +48.4% |
| All | +47.5% | +35.2% | +12.3% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling