+23.9%
BMY vs AA
+5.3%
+18.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.8% |
| 7D | -6.4% | -5.4% | -1.0% | -6.2% |
| 30D | +0.2% | -10.7% | +10.9% | +0.6% |
| 3M | +16.0% | -26.2% | +42.1% | +17.2% |
| 6M | +8.3% | -20.9% | +29.3% | +8.9% |
| YTD | +22.2% | -8.6% | +30.8% | +21.9% |
| 1Y | +41.7% | +57.4% | -15.7% | +38.2% |
| 3Y | +20.7% | +77.8% | -57.1% | +15.4% |
| 5Y | +23.9% | +2.7% | +21.2% | +18.3% |
| All | +23.9% | +5.3% | +18.6% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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