+29.9%
BMY vs ABCL
-79.5%
+109.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | -0.2% |
| 7D | -1.4% | +12.4% | -13.8% | -2.0% |
| 30D | +5.1% | -0.4% | +5.5% | +4.9% |
| 3M | -3.0% | +80.4% | -83.4% | -6.3% |
| 6M | +13.1% | +138.5% | -125.5% | +7.2% |
| YTD | +20.3% | +265.5% | -245.2% | +11.2% |
| 1Y | +39.0% | +219.7% | -180.7% | +29.2% |
| 3Y | +42.0% | +209.4% | -167.4% | +29.1% |
| 5Y | +28.5% | -15.0% | +43.6% | +18.5% |
| All | +29.9% | -79.5% | +109.4% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling