+441.1%
BMY vs AG
+288.7%
+152.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +6.9% | +1.3% |
| 7D | +1.8% | +6.0% | -4.2% | +1.5% |
| 30D | +6.2% | -13.5% | +19.8% | +6.7% |
| 3M | -2.1% | -20.7% | +18.5% | -1.5% |
| 6M | +14.3% | -31.5% | +45.8% | +15.4% |
| YTD | +21.6% | -10.1% | +31.8% | +20.9% |
| 1Y | +38.8% | +26.0% | +12.8% | +36.0% |
| 3Y | +42.9% | +228.9% | -186.0% | +32.3% |
| 5Y | +30.1% | +8.7% | +21.4% | +24.6% |
| 10Y | +58.2% | +71.9% | -13.7% | +42.5% |
| All | +441.1% | +288.7% | +152.4% | +282.3% |
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