-22.4%
BA vs BMY
+30.3%
-52.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | -8.0% | +10.0% | -18.0% | -8.8% |
| 3M | -25.8% | -1.2% | -24.6% | -25.8% |
| 6M | -27.6% | +12.8% | -40.4% | -28.5% |
| YTD | -21.0% | +20.7% | -41.7% | -22.3% |
| 1Y | -12.3% | +32.6% | -44.9% | -14.4% |
| 3Y | -12.8% | +41.8% | -54.6% | -16.1% |
| 5Y | -22.4% | +29.0% | -51.3% | -21.3% |
| All | -22.4% | +30.3% | -52.7% | -21.3% |
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