+209.9%
BKNG vs BMY
+64.0%
+145.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -10.7% | -6.4% | -4.3% | -9.1% |
| 30D | -18.1% | +0.2% | -18.3% | -18.1% |
| 3M | +8.5% | +16.0% | -7.4% | +4.1% |
| 6M | -0.1% | +8.3% | -8.4% | -2.5% |
| YTD | -18.2% | +22.2% | -40.4% | -23.1% |
| 1Y | -19.9% | +41.7% | -61.6% | -27.9% |
| 3Y | +41.6% | +20.7% | +20.9% | +31.4% |
| 5Y | +93.1% | +23.9% | +69.2% | +74.8% |
| All | +209.9% | +64.0% | +145.9% | +156.0% |
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