+30.5%
BMY vs A
+15.0%
+15.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.3% | +1.3% |
| 7D | +1.8% | +1.4% | +0.4% | +1.5% |
| 30D | +6.2% | +4.3% | +1.9% | +5.3% |
| 3M | -2.1% | +19.8% | -21.9% | -5.6% |
| 6M | +14.3% | +54.4% | -40.1% | +4.4% |
| YTD | +21.6% | +31.7% | -10.1% | +14.6% |
| 1Y | +38.8% | +22.4% | +16.3% | +32.8% |
| 3Y | +42.9% | +67.7% | -24.8% | +28.0% |
| All | +30.5% | +15.0% | +15.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling