+1,227.8%
BE vs BMY
+22.7%
+1,205.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.9% |
| 7D | +23.9% | -4.8% | +28.7% | +23.6% |
| 30D | +27.8% | -0.7% | +28.5% | +27.8% |
| 3M | +3.7% | +15.3% | -11.6% | +4.6% |
| 6M | +78.0% | +8.5% | +69.4% | +79.6% |
| YTD | +209.9% | +23.4% | +186.5% | +211.0% |
| 1Y | +389.6% | +42.9% | +346.7% | +387.3% |
| 3Y | +1,730.6% | +22.0% | +1,708.6% | +1,763.4% |
| 5Y | +1,227.8% | +24.3% | +1,203.5% | +1,490.5% |
| All | +1,227.8% | +22.7% | +1,205.1% | +1,490.5% |
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