+45.6%
BMY vs ABCL
+138.2%
-92.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +4.0% |
| 7D | +6.0% | -10.0% | +15.9% | +6.3% |
| 30D | +9.1% | -10.9% | +20.0% | +9.6% |
| 3M | -2.6% | +101.6% | -104.2% | -6.2% |
| 6M | +13.1% | +167.5% | -154.4% | +7.2% |
| YTD | +23.0% | +259.1% | -236.0% | +13.3% |
| 1Y | +45.6% | +152.2% | -106.6% | +37.3% |
| All | +45.6% | +138.2% | -92.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling