+1,821.9%
BA vs BMY
+1,782.2%
+39.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.0% |
| 30D | -11.6% | +5.0% | -16.6% | -13.1% |
| 3M | -2.4% | +19.4% | -21.8% | -8.1% |
| 6M | -6.6% | +9.5% | -16.2% | -9.8% |
| YTD | -2.2% | +28.1% | -30.3% | -10.3% |
| 1Y | -8.0% | +50.0% | -58.0% | -20.3% |
| 3Y | -5.0% | +24.1% | -29.1% | -14.8% |
| 5Y | -2.7% | +25.0% | -27.7% | -14.0% |
| 10Y | +75.9% | +68.7% | +7.2% | +39.1% |
| All | +1,821.9% | +1,782.2% | +39.8% | +359.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling