+43.1%
BMY vs ABCL
+189.1%
-145.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.8% |
| 7D | -1.3% | +4.4% | -5.7% | -1.6% |
| 30D | +10.0% | -7.9% | +17.8% | +10.3% |
| 3M | -1.2% | +12.2% | -13.4% | -2.6% |
| 6M | +12.8% | +134.7% | -121.9% | +4.0% |
| YTD | +20.7% | +239.8% | -219.1% | +6.9% |
| 1Y | +32.6% | +192.7% | -160.1% | +18.8% |
| All | +43.1% | +189.1% | -145.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling