+64.6%
BMY vs ADP
+270.4%
-205.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -4.8% | -5.7% | +0.9% | -3.1% |
| 30D | -0.7% | -3.1% | +2.4% | +0.3% |
| 3M | +15.3% | +15.6% | -0.3% | +10.2% |
| 6M | +8.5% | +20.8% | -12.3% | +1.9% |
| YTD | +23.4% | +4.7% | +18.7% | +21.0% |
| 1Y | +42.9% | -8.3% | +51.2% | +46.0% |
| 3Y | +22.0% | +13.6% | +8.4% | +15.2% |
| 5Y | +24.3% | +45.0% | -20.7% | +5.6% |
| 10Y | +64.6% | +279.0% | -214.4% | +9.6% |
| All | +64.6% | +270.4% | -205.8% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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