+435.4%
BMY vs AG
+312.9%
+122.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | -0.2% |
| 7D | -1.4% | +10.8% | -12.2% | -1.8% |
| 30D | +5.1% | -8.2% | +13.3% | +5.4% |
| 3M | -3.0% | -13.7% | +10.7% | -2.6% |
| 6M | +13.1% | -27.3% | +40.3% | +13.9% |
| YTD | +20.3% | -4.6% | +24.9% | +19.4% |
| 1Y | +39.0% | +39.4% | -0.3% | +35.7% |
| 3Y | +42.0% | +244.1% | -202.1% | +31.2% |
| 5Y | +28.5% | +16.8% | +11.8% | +22.8% |
| 10Y | +57.5% | +71.7% | -14.2% | +42.0% |
| All | +435.4% | +312.9% | +122.5% | +277.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling