+67.7%
ASML vs BMY
+30.1%
+37.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.7% | -7.7% | -9.3% |
| 7D | -19.0% | +2.8% | -21.9% | -19.1% |
| 30D | -25.9% | +5.9% | -31.9% | -26.1% |
| 3M | -19.1% | -0.8% | -18.3% | -19.0% |
| 6M | -5.7% | +12.1% | -17.8% | -6.4% |
| YTD | +27.6% | +21.0% | +6.6% | +26.2% |
| 1Y | +30.8% | +40.4% | -9.7% | +28.3% |
| 3Y | +116.2% | +36.3% | +80.0% | +116.6% |
| 5Y | +67.7% | +29.3% | +38.4% | +84.5% |
| All | +67.7% | +30.1% | +37.6% | +84.5% |
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