+57.3%
BMY vs ADP
+319.4%
-262.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -1.3% | +0.3% | -1.5% | -1.4% |
| 30D | +10.0% | +11.6% | -1.6% | +6.4% |
| 3M | -1.2% | +15.1% | -16.2% | -5.3% |
| 6M | +12.8% | +46.0% | -33.2% | +0.1% |
| YTD | +20.7% | +22.4% | -1.7% | +12.7% |
| 1Y | +32.6% | +24.5% | +8.1% | +23.2% |
| 3Y | +41.8% | +44.8% | -3.0% | +24.4% |
| 5Y | +29.0% | +49.1% | -20.1% | +9.6% |
| All | +57.3% | +319.4% | -262.2% | +4.8% |
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