-4.6%
BA vs BMY
+24.3%
-29.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.0% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | -11.6% | +5.0% | -16.6% | -12.0% |
| 3M | -2.4% | +19.4% | -21.8% | -3.8% |
| 6M | -6.6% | +9.5% | -16.2% | -7.5% |
| YTD | -2.2% | +28.1% | -30.3% | -3.8% |
| 1Y | -8.0% | +50.0% | -58.0% | -10.0% |
| All | -4.6% | +24.3% | -29.0% | -10.6% |
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 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