+217.6%
BAC vs BMY
+59.8%
+157.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +3.2% | +2.1% | +1.2% | +2.5% |
| 30D | -0.7% | +7.0% | -7.7% | -2.9% |
| 3M | -20.0% | -0.9% | -19.1% | -20.0% |
| 6M | +3.4% | +14.9% | -11.5% | -2.0% |
| YTD | -5.7% | +22.8% | -28.6% | -13.2% |
| 1Y | -1.4% | +36.2% | -37.7% | -12.6% |
| 3Y | +97.9% | +45.7% | +52.2% | +65.5% |
| 5Y | +22.9% | +31.3% | -8.3% | +6.2% |
| All | +217.6% | +59.8% | +157.9% | +155.2% |
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