+86.4%
ASML vs BMY
+28.6%
+57.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.0% |
| 3M | -13.0% | -3.0% | -10.0% | -12.9% |
| 6M | -4.7% | +13.1% | -17.8% | -5.5% |
| YTD | +42.3% | +20.3% | +22.0% | +40.8% |
| 1Y | +49.7% | +39.0% | +10.7% | +46.9% |
| 3Y | +144.3% | +42.0% | +102.3% | +143.0% |
| 5Y | +86.4% | +28.5% | +57.8% | +106.2% |
| All | +86.4% | +28.6% | +57.7% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling