+64.6%
BMY vs AG
+64.8%
-0.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.7% | +12.5% | -13.1% | -0.9% |
| 3M | +15.3% | +28.2% | -12.8% | +14.6% |
| 6M | +8.5% | -18.8% | +27.4% | +8.8% |
| YTD | +23.4% | +27.4% | -3.9% | +22.3% |
| 1Y | +42.9% | +132.2% | -89.3% | +39.2% |
| 3Y | +22.0% | +286.9% | -264.9% | +16.1% |
| 5Y | +24.3% | +72.8% | -48.4% | +19.8% |
| 10Y | +64.6% | +74.6% | -10.0% | +53.2% |
| All | +64.6% | +64.8% | -0.2% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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