+64.6%
BMY vs A
+236.6%
-172.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -4.8% | -4.4% | -0.4% | -3.6% |
| 30D | -0.7% | -2.7% | +2.0% | 0.0% |
| 3M | +15.3% | +7.0% | +8.3% | +12.8% |
| 6M | +8.5% | +24.6% | -16.1% | +0.9% |
| YTD | +23.4% | +7.0% | +16.4% | +19.9% |
| 1Y | +42.9% | +15.6% | +27.3% | +35.5% |
| 3Y | +22.0% | +29.9% | -8.0% | +9.1% |
| 5Y | +24.3% | -15.4% | +39.7% | +25.5% |
| 10Y | +64.6% | +248.9% | -184.3% | -1.8% |
| All | +64.6% | +236.6% | -172.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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