+911.5%
BE vs BMY
+55.1%
+856.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.9% | +9.2% | +7.9% |
| 7D | +20.0% | +0.4% | +19.6% | +19.8% |
| 30D | +7.9% | +5.0% | +2.9% | +6.2% |
| 3M | -13.2% | +19.4% | -32.6% | -18.6% |
| 6M | +53.5% | +9.5% | +43.9% | +47.8% |
| YTD | +191.0% | +28.1% | +163.0% | +162.9% |
| 1Y | +360.5% | +50.0% | +310.5% | +288.6% |
| 3Y | +1,568.0% | +24.1% | +1,543.9% | +1,389.4% |
| 5Y | +1,055.2% | +25.0% | +1,030.2% | +888.1% |
| All | +911.5% | +55.1% | +856.4% | +572.9% |
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 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