+1,376.8%
BAC vs BMY
+1,782.2%
-405.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -0.4% | +5.0% | -5.4% | -2.6% |
| 3M | +16.9% | +19.4% | -2.5% | +7.8% |
| 6M | +26.6% | +9.5% | +17.1% | +20.8% |
| YTD | +15.8% | +28.1% | -12.3% | +2.9% |
| 1Y | +27.2% | +50.0% | -22.8% | +4.9% |
| 3Y | +132.4% | +24.1% | +108.3% | +101.2% |
| 5Y | +72.6% | +25.0% | +47.6% | +47.2% |
| 10Y | +389.7% | +68.7% | +321.1% | +251.2% |
| All | +1,376.8% | +1,782.2% | -405.4% | +207.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling