+1,749.1%
BMY vs ADP
+11,097.1%
-9,348.0%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.2% |
| 7D | +0.4% | -3.4% | +3.8% | +1.5% |
| 30D | +5.0% | +2.8% | +2.2% | +4.0% |
| 3M | +19.4% | +20.9% | -1.5% | +11.8% |
| 6M | +9.5% | +29.9% | -20.3% | -0.5% |
| YTD | +28.1% | +9.6% | +18.4% | +22.8% |
| 1Y | +50.0% | -5.3% | +55.2% | +50.9% |
| 3Y | +24.1% | +16.5% | +7.6% | +15.3% |
| 5Y | +25.0% | +49.4% | -24.4% | +4.6% |
| 10Y | +68.7% | +282.2% | -213.5% | -1.4% |
| All | +1,749.1% | +11,097.1% | -9,348.0% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling