-11.8%
BA vs BMY
+39.9%
-51.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | -7.9% | +4.1% | -12.0% | -8.3% |
| 3M | -25.3% | -2.1% | -23.2% | -25.0% |
| 6M | -24.6% | +12.2% | -36.8% | -26.3% |
| YTD | -20.1% | +20.3% | -40.5% | -20.6% |
| 1Y | -11.8% | +39.2% | -50.9% | -9.6% |
| All | -11.8% | +39.9% | -51.6% | -9.6% |
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 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