+24.3%
BMY vs ADM
+67.1%
-42.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.8% |
| 7D | -4.8% | +1.4% | -6.2% | -5.0% |
| 30D | -0.7% | +8.2% | -8.9% | -1.8% |
| 3M | +15.3% | +8.7% | +6.6% | +13.8% |
| 6M | +8.5% | +29.1% | -20.5% | +4.0% |
| YTD | +23.4% | +53.7% | -30.2% | +14.8% |
| 1Y | +42.9% | +43.2% | -0.3% | +34.3% |
| 3Y | +22.0% | +21.4% | +0.6% | +15.6% |
| 5Y | +24.3% | +67.1% | -42.8% | +7.5% |
| All | +24.3% | +67.1% | -42.8% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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