+397.7%
BAC vs BMY
+61.9%
+335.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.6% | -4.8% | +5.4% | +2.2% |
| 30D | -1.4% | -0.7% | -0.7% | -1.3% |
| 3M | +15.7% | +15.3% | +0.4% | +10.0% |
| 6M | +32.2% | +8.5% | +23.6% | +27.8% |
| YTD | +15.8% | +23.4% | -7.7% | +6.8% |
| 1Y | +27.3% | +42.9% | -15.6% | +11.1% |
| 3Y | +137.5% | +22.0% | +115.5% | +115.0% |
| 5Y | +73.1% | +24.3% | +48.7% | +53.9% |
| 10Y | +397.7% | +64.6% | +333.2% | +294.9% |
| All | +397.7% | +61.9% | +335.9% | +294.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling