+25.8%
BMY vs ACGL
+161.8%
-136.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.5% |
| 7D | +0.4% | -0.7% | +1.1% | +0.5% |
| 30D | +5.0% | -1.0% | +6.0% | +5.2% |
| 3M | +19.4% | +11.0% | +8.3% | +17.0% |
| 6M | +9.5% | -0.3% | +9.9% | +9.4% |
| YTD | +28.1% | +2.3% | +25.8% | +27.3% |
| 1Y | +50.0% | +6.4% | +43.6% | +47.9% |
| 3Y | +24.1% | +34.0% | -9.9% | +16.6% |
| All | +25.8% | +161.8% | -136.0% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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