-22.1%
BA vs BMY
+27.8%
-49.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.1% | -0.5% | +1.6% | +1.1% |
| 30D | -7.9% | +4.1% | -12.0% | -8.3% |
| 3M | -25.3% | -2.1% | -23.2% | -25.2% |
| 6M | -24.6% | +12.2% | -36.8% | -25.5% |
| YTD | -20.1% | +20.3% | -40.5% | -21.5% |
| 1Y | -11.8% | +39.2% | -50.9% | -14.2% |
| 3Y | -10.1% | +35.6% | -45.7% | -13.1% |
| All | -22.1% | +27.8% | -49.9% | -19.3% |
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