+737.9%
BE vs BMY
+47.5%
+690.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.2% | +12.8% | +12.9% |
| 7D | +4.5% | -2.0% | +6.5% | +5.1% |
| 30D | -20.1% | +9.3% | -29.4% | -22.4% |
| 3M | -0.8% | -0.1% | -0.7% | -1.4% |
| 6M | -26.2% | +15.5% | -41.7% | -30.5% |
| YTD | +141.1% | +21.8% | +119.3% | +119.9% |
| 1Y | +64.8% | +34.9% | +30.0% | +44.0% |
| 3Y | +1,887.4% | +43.2% | +1,844.2% | +1,482.8% |
| 5Y | +518.1% | +30.7% | +487.4% | +394.8% |
| All | +737.9% | +47.5% | +690.4% | +462.7% |
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