+22.5%
BMY vs A
+29.5%
-7.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.6% |
| 7D | -3.3% | -2.1% | -1.3% | -2.9% |
| 30D | 0.0% | +0.6% | -0.6% | -0.2% |
| 3M | +17.7% | +10.9% | +6.8% | +14.7% |
| 6M | +9.6% | +28.2% | -18.5% | +2.4% |
| YTD | +24.0% | +8.6% | +15.4% | +21.1% |
| 1Y | +45.1% | +15.5% | +29.6% | +39.3% |
| 3Y | +22.5% | +31.8% | -9.3% | +11.3% |
| All | +22.5% | +29.5% | -7.0% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling