+42.0%
BMY vs AG
+232.7%
-190.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | 0.0% |
| 7D | -1.4% | +10.8% | -12.2% | -1.5% |
| 30D | +5.1% | -8.2% | +13.3% | +5.1% |
| 3M | -3.0% | -13.7% | +10.7% | -2.9% |
| 6M | +13.1% | -27.3% | +40.3% | +13.3% |
| YTD | +20.3% | -4.6% | +24.9% | +20.2% |
| 1Y | +39.0% | +39.4% | -0.3% | +38.2% |
| 3Y | +42.0% | +244.1% | -202.1% | +35.5% |
| All | +42.0% | +232.7% | -190.7% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling