+1,655.9%
BMY vs ADP
+12,298.0%
-10,642.1%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | +1.8% | +3.2% | -1.4% | +0.7% |
| 30D | +6.2% | +12.8% | -6.5% | +2.1% |
| 3M | -2.1% | +12.3% | -14.5% | -5.9% |
| 6M | +14.3% | +45.4% | -31.2% | +0.4% |
| YTD | +21.6% | +21.4% | +0.2% | +12.7% |
| 1Y | +38.8% | +23.7% | +15.1% | +27.8% |
| 3Y | +42.9% | +43.6% | -0.7% | +24.2% |
| 5Y | +30.1% | +48.7% | -18.7% | +9.3% |
| 10Y | +58.2% | +316.1% | -257.9% | -10.0% |
| All | +1,655.9% | +12,298.0% | -10,642.1% | +199.3% |
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