+64.6%
BMY vs ALB
+80.1%
-15.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -4.8% | -8.6% | +3.8% | -4.1% |
| 30D | -0.7% | -4.0% | +3.4% | -0.4% |
| 3M | +15.3% | -17.4% | +32.7% | +17.0% |
| 6M | +8.5% | -25.4% | +33.9% | +10.6% |
| YTD | +23.4% | -10.5% | +34.0% | +23.2% |
| 1Y | +42.9% | +75.8% | -32.9% | +32.8% |
| 3Y | +22.0% | -28.5% | +50.5% | +19.5% |
| 5Y | +24.3% | -45.1% | +69.4% | +21.4% |
| 10Y | +64.6% | +87.3% | -22.7% | +36.7% |
| All | +64.6% | +80.1% | -15.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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