+144.3%
ASML vs BMY
+36.2%
+108.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -0.8% | -1.4% | +0.6% | -0.8% |
| 30D | -14.9% | +5.1% | -20.0% | -14.8% |
| 3M | -13.0% | -3.0% | -10.0% | -12.9% |
| 6M | -4.7% | +13.1% | -17.8% | -5.0% |
| YTD | +42.3% | +20.3% | +22.0% | +42.2% |
| 1Y | +49.7% | +39.0% | +10.7% | +49.4% |
| 3Y | +144.3% | +42.0% | +102.3% | +159.3% |
| All | +144.3% | +36.2% | +108.1% | +159.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling