+1,637.4%
BMY vs ADP
+12,160.8%
-10,523.4%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | +5.1% | +11.5% | -6.4% | +1.4% |
| 3M | -3.0% | +12.0% | -15.0% | -6.7% |
| 6M | +13.1% | +43.8% | -30.7% | -0.3% |
| YTD | +20.3% | +20.1% | +0.3% | +11.9% |
| 1Y | +39.0% | +22.3% | +16.7% | +28.4% |
| 3Y | +42.0% | +43.3% | -1.3% | +23.4% |
| 5Y | +28.5% | +47.3% | -18.8% | +8.3% |
| 10Y | +57.5% | +313.7% | -256.2% | -10.3% |
| All | +1,637.4% | +12,160.8% | -10,523.4% | +197.3% |
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