+60.1%
BMY vs ALB
+32.4%
+27.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +2.1% | -5.8% | +7.8% | +2.6% |
| 30D | +7.0% | -4.5% | +11.5% | +7.4% |
| 3M | -0.9% | -28.1% | +27.2% | +1.9% |
| 6M | +14.9% | -53.2% | +68.1% | +22.6% |
| YTD | +22.8% | -33.3% | +56.1% | +25.7% |
| 1Y | +36.2% | -17.4% | +53.7% | +36.4% |
| 3Y | +45.7% | -14.1% | +59.8% | +40.2% |
| 5Y | +31.3% | -64.0% | +95.3% | +33.9% |
| All | +60.1% | +32.4% | +27.7% | +39.2% |
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