+22.3%
BMY vs ACM
+4.8%
+17.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | 0.0% | -12.9% | +12.9% | +1.9% |
| 3M | +17.7% | -6.4% | +24.1% | +18.6% |
| 6M | +9.6% | -29.2% | +38.8% | +15.1% |
| YTD | +24.0% | -29.9% | +53.9% | +30.0% |
| 1Y | +45.1% | -47.3% | +92.4% | +59.6% |
| 3Y | +22.5% | -19.6% | +42.1% | +23.5% |
| 5Y | +22.3% | +5.5% | +16.8% | +16.3% |
| All | +22.3% | +4.8% | +17.5% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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